+152.9%
IGV vs NIO
-46.0%
+198.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | -8.1% | -6.6% | -1.5% | -7.5% |
| 3M | -1.6% | -29.9% | +28.2% | +1.9% |
| 6M | +12.7% | -46.6% | +59.4% | +19.8% |
| YTD | -3.3% | -36.5% | +33.2% | +0.3% |
| 1Y | -7.9% | -51.1% | +43.2% | -2.0% |
| 3Y | +40.3% | -55.2% | +95.6% | +43.9% |
| 5Y | +17.3% | -92.3% | +109.6% | +35.6% |
| All | +152.9% | -46.0% | +198.9% | +147.1% |
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