+23.1%
IGV vs CTVA
+102.9%
-79.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.9% | -4.5% | +1.6% | -1.9% |
| 30D | -1.5% | +11.3% | -12.8% | -4.1% |
| 3M | +11.7% | +12.3% | -0.6% | +7.7% |
| 6M | +18.4% | +7.2% | +11.3% | +15.1% |
| YTD | -3.9% | +26.0% | -29.9% | -10.9% |
| 1Y | -9.7% | +16.0% | -25.7% | -14.5% |
| 3Y | +38.4% | +73.9% | -35.5% | +14.8% |
| All | +23.1% | +102.9% | -79.8% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling