+21.2%
IGV vs NI
+94.6%
-73.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | -2.6% | -1.4% | -1.2% | -2.3% |
| 3M | +10.5% | -10.6% | +21.1% | +13.1% |
| 6M | +18.2% | -9.9% | +28.1% | +20.3% |
| YTD | -4.2% | +1.2% | -5.4% | -6.0% |
| 1Y | -9.8% | +4.4% | -14.2% | -12.5% |
| 3Y | +39.1% | +68.6% | -29.5% | +16.1% |
| 5Y | +21.2% | +98.0% | -76.8% | +1.0% |
| All | +21.2% | +94.6% | -73.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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