+14.8%
IGV vs NEM
+120.8%
-106.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.3% | -6.4% | +8.8% | +3.2% |
| 30D | -6.0% | +1.4% | -7.4% | -6.3% |
| 3M | -4.8% | -0.7% | -4.1% | -5.0% |
| 6M | +14.2% | -4.5% | +18.7% | +14.2% |
| YTD | -4.2% | +14.0% | -18.3% | -7.0% |
| 1Y | -5.3% | +27.3% | -32.6% | -9.4% |
| 3Y | +38.8% | +250.5% | -211.7% | +13.6% |
| All | +14.8% | +120.8% | -106.0% | +1.8% |
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