+44.9%
IGV vs CPNG
-76.9%
+121.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.4% | -5.4% | 0.0% | -4.1% |
| 30D | -2.6% | -11.1% | +8.5% | -0.1% |
| 3M | +10.5% | -3.0% | +13.5% | +10.4% |
| 6M | +18.2% | -23.5% | +41.7% | +23.9% |
| YTD | -4.2% | -37.8% | +33.6% | +5.2% |
| 1Y | -9.8% | -54.3% | +44.5% | +6.4% |
| 3Y | +39.1% | -20.8% | +59.9% | +40.4% |
| 5Y | +21.2% | -51.1% | +72.3% | +20.8% |
| All | +44.9% | -76.9% | +121.7% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling