+23.1%
IGV vs CPNG
-49.8%
+72.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.5% |
| 7D | -2.9% | -1.1% | -1.8% | -2.7% |
| 30D | -1.5% | -7.4% | +5.8% | +0.2% |
| 3M | +11.7% | -12.3% | +24.0% | +14.8% |
| 6M | +18.4% | -19.4% | +37.9% | +23.0% |
| YTD | -3.9% | -35.9% | +32.0% | +5.5% |
| 1Y | -9.7% | -53.4% | +43.7% | +7.6% |
| 3Y | +38.4% | -20.0% | +58.4% | +39.1% |
| All | +23.1% | -49.8% | +72.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling