+11.2%
IGV vs NIO
-92.1%
+103.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.1% | -1.0% |
| 7D | -5.2% | +5.6% | -10.8% | -5.9% |
| 30D | -10.0% | -4.2% | -5.7% | -9.5% |
| 3M | -0.5% | -26.3% | +25.8% | +3.6% |
| 6M | +12.6% | -42.5% | +55.2% | +20.9% |
| YTD | -6.4% | -33.5% | +27.1% | -2.4% |
| 1Y | -9.5% | -52.7% | +43.1% | -1.1% |
| 3Y | +41.7% | -57.5% | +99.2% | +48.2% |
| All | +11.2% | -92.1% | +103.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling