-2.1%
IGV vs NOC
-10.0%
+7.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.4% |
| 7D | -4.5% | -5.2% | +0.7% | -4.8% |
| 30D | +3.2% | -7.2% | +10.4% | +2.8% |
| 3M | +4.5% | -5.1% | +9.6% | +4.1% |
| 6M | +22.1% | -31.1% | +53.2% | +18.6% |
| YTD | -1.0% | -8.6% | +7.5% | -2.6% |
| 1Y | -2.1% | -9.7% | +7.6% | -0.9% |
| All | -2.1% | -10.0% | +7.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling