+141.1%
IGV vs CTVA
+210.9%
-69.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.4% | -4.7% | -0.7% | -4.1% |
| 30D | -2.6% | +11.1% | -13.7% | -5.7% |
| 3M | +10.5% | +13.7% | -3.2% | +5.5% |
| 6M | +18.2% | +11.2% | +7.0% | +13.1% |
| YTD | -4.2% | +26.9% | -31.1% | -12.3% |
| 1Y | -9.8% | +18.8% | -28.6% | -16.0% |
| 3Y | +39.1% | +75.9% | -36.8% | +12.0% |
| 5Y | +21.2% | +105.2% | -84.0% | -8.6% |
| All | +141.1% | +210.9% | -69.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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