+44.0%
IGV vs NIO
-62.6%
+106.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.1% |
| 7D | -4.5% | -13.0% | +8.5% | -3.6% |
| 30D | +3.2% | -18.3% | +21.5% | +4.6% |
| 3M | +4.5% | -33.2% | +37.7% | +7.1% |
| 6M | +22.1% | -21.5% | +43.6% | +23.6% |
| YTD | -1.0% | -25.5% | +24.4% | +0.4% |
| 1Y | -2.1% | -38.0% | +35.9% | +0.3% |
| All | +44.0% | -62.6% | +106.6% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling