+21.2%
IGV vs NOC
+55.2%
-34.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.5% | -1.6% | 0.0% | -1.5% |
| 30D | -3.0% | -10.4% | +7.4% | -2.7% |
| 3M | +9.6% | -5.6% | +15.2% | +9.7% |
| 6M | +16.1% | -30.4% | +46.5% | +17.6% |
| YTD | -3.6% | -8.5% | +4.8% | -3.8% |
| 1Y | -7.8% | -8.3% | +0.5% | -8.0% |
| 3Y | +40.0% | +28.2% | +11.8% | +35.6% |
| 5Y | +21.2% | +56.7% | -35.5% | +15.5% |
| All | +21.2% | +55.2% | -34.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling