+154.0%
IGV vs NIO
-36.8%
+190.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | -3.3% | -6.7% | +3.3% | -2.6% |
| 30D | 0.0% | -20.0% | +20.0% | +2.2% |
| 3M | +7.3% | -30.5% | +37.8% | +11.3% |
| 6M | +16.7% | -20.7% | +37.4% | +18.7% |
| YTD | -2.8% | -25.7% | +22.8% | -0.8% |
| 1Y | -6.7% | -38.6% | +31.9% | -3.3% |
| 3Y | +41.1% | -62.3% | +103.4% | +47.1% |
| 5Y | +22.0% | -90.1% | +112.1% | +37.7% |
| All | +154.0% | -36.8% | +190.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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