+38.9%
IGV vs NEM
+248.5%
-209.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -1.5% | +3.1% | -4.6% | -1.9% |
| 30D | -3.0% | +10.0% | -13.0% | -4.1% |
| 3M | +9.6% | +30.9% | -21.3% | +6.1% |
| 6M | +16.1% | +10.5% | +5.6% | +14.0% |
| YTD | -3.6% | +29.7% | -33.4% | -7.2% |
| 1Y | -7.8% | +71.1% | -79.0% | -14.5% |
| All | +38.9% | +248.5% | -209.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling