+21.2%
IGV vs NEM
+156.0%
-134.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +9.6% | +30.9% | -21.3% | +5.8% |
| 6M | +16.1% | +10.5% | +5.6% | +13.9% |
| YTD | -3.6% | +29.7% | -33.4% | -7.5% |
| 1Y | -7.8% | +71.1% | -79.0% | -15.0% |
| 3Y | +40.0% | +252.1% | -212.1% | +16.1% |
| 5Y | +21.2% | +157.7% | -136.5% | +4.0% |
| All | +21.2% | +156.0% | -134.8% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling