+144.6%
IGV vs CTVA
+216.1%
-71.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | -3.3% | -2.1% | -1.2% | -2.8% |
| 30D | 0.0% | +12.0% | -12.1% | -3.4% |
| 3M | +7.3% | +13.5% | -6.1% | +2.6% |
| 6M | +16.7% | +12.1% | +4.6% | +11.5% |
| YTD | -2.8% | +29.0% | -31.9% | -11.4% |
| 1Y | -6.7% | +18.9% | -25.5% | -13.0% |
| 3Y | +41.1% | +78.9% | -37.8% | +13.1% |
| 5Y | +22.0% | +105.2% | -83.2% | -8.0% |
| All | +144.6% | +216.1% | -71.5% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling