+143.8%
IGV vs NET
+1,381.0%
-1,237.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.6% |
| 7D | -7.5% | -16.4% | +8.9% | -2.8% |
| 30D | -5.6% | -25.8% | +20.2% | +2.4% |
| 3M | +1.5% | -11.5% | +13.1% | +4.3% |
| 6M | +17.1% | +18.9% | -1.8% | +8.8% |
| YTD | -2.0% | +35.2% | -37.2% | -13.6% |
| 1Y | -7.5% | +14.5% | -22.0% | -14.6% |
| 3Y | +48.1% | +313.8% | -265.8% | -8.5% |
| 5Y | +17.1% | +32.6% | -15.5% | -15.8% |
| All | +143.8% | +1,381.0% | -1,237.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling