+146.2%
IGV vs NET
+1,449.6%
-1,303.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.7% |
| 7D | -4.5% | -7.0% | +2.5% | -2.5% |
| 30D | +3.2% | -4.8% | +8.0% | +4.5% |
| 3M | +4.5% | +3.8% | +0.7% | +3.0% |
| 6M | +22.1% | +50.0% | -27.9% | +6.1% |
| YTD | -1.0% | +41.5% | -42.5% | -13.3% |
| 1Y | -2.1% | +32.8% | -34.9% | -13.2% |
| 3Y | +44.6% | +335.9% | -291.3% | -12.0% |
| 5Y | +22.2% | +113.8% | -91.7% | -22.0% |
| All | +146.2% | +1,449.6% | -1,303.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling