+941.2%
IGV vs CNP
+423.9%
+517.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +2.5% | 0.0% | +1.9% |
| 30D | -8.6% | +4.0% | -12.6% | -9.4% |
| 3M | -1.6% | +1.6% | -3.2% | -2.1% |
| 6M | +13.4% | -1.7% | +15.1% | +13.4% |
| YTD | -4.0% | +8.6% | -12.6% | -6.4% |
| 1Y | -7.6% | +5.8% | -13.4% | -9.5% |
| 3Y | +39.3% | +63.0% | -23.7% | +23.1% |
| 5Y | +14.5% | +74.7% | -60.2% | -0.5% |
| 10Y | +358.7% | +143.7% | +215.0% | +258.5% |
| All | +941.2% | +423.9% | +517.3% | +799.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling