+973.2%
IGV vs NEM
+951.7%
+21.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -4.5% | +0.3% | -4.8% | -4.5% |
| 30D | +3.2% | +23.1% | -19.9% | +1.0% |
| 3M | +4.5% | +18.5% | -14.0% | +2.5% |
| 6M | +22.1% | +7.8% | +14.3% | +20.5% |
| YTD | -1.0% | +29.1% | -30.2% | -4.4% |
| 1Y | -2.1% | +72.7% | -74.8% | -8.5% |
| 3Y | +44.6% | +248.7% | -204.2% | +24.3% |
| 5Y | +22.2% | +148.7% | -126.5% | +7.5% |
| 10Y | +364.7% | +304.8% | +60.0% | +284.4% |
| All | +973.2% | +951.7% | +21.5% | +971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling