+356.3%
IGV vs NOC
+192.5%
+163.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -5.4% | -1.8% | -3.6% | -5.0% |
| 30D | -2.6% | -9.4% | +6.8% | -0.7% |
| 3M | +10.5% | -3.8% | +14.4% | +11.2% |
| 6M | +18.2% | -28.8% | +46.9% | +26.4% |
| YTD | -4.2% | -7.9% | +3.6% | -3.8% |
| 1Y | -9.8% | -9.0% | -0.8% | -9.2% |
| 3Y | +39.1% | +29.1% | +10.1% | +25.5% |
| 5Y | +21.2% | +58.9% | -37.7% | -1.7% |
| All | +356.3% | +192.5% | +163.8% | +198.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling