+133.1%
IGV vs NET
+1,258.4%
-1,125.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.3% | +3.9% | -2.0% |
| 7D | -8.3% | -21.2% | +12.9% | -2.0% |
| 30D | -10.9% | -31.1% | +20.2% | -1.3% |
| 3M | -2.3% | -16.5% | +14.3% | +2.1% |
| 6M | +12.2% | 0.0% | +12.2% | +9.6% |
| YTD | -6.3% | +24.0% | -30.3% | -15.3% |
| 1Y | -11.4% | +7.0% | -18.4% | -16.6% |
| 3Y | +41.5% | +279.6% | -238.0% | -10.4% |
| 5Y | +12.8% | +24.0% | -11.1% | -17.3% |
| All | +133.1% | +1,258.4% | -1,125.3% | -9.0% |
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