+938.5%
IGV vs NOC
+2,455.7%
-1,517.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.3% | +4.8% | -2.5% | +0.7% |
| 30D | -6.0% | +11.0% | -17.0% | -9.6% |
| 3M | -4.8% | -3.8% | -1.0% | -4.0% |
| 6M | +14.2% | +0.6% | +13.6% | +12.9% |
| YTD | -4.2% | -2.3% | -1.9% | -5.6% |
| 1Y | -5.3% | +0.3% | -5.5% | -7.6% |
| 3Y | +38.8% | +24.6% | +14.2% | +21.3% |
| 5Y | +14.2% | +66.0% | -51.8% | -14.9% |
| 10Y | +357.6% | +161.2% | +196.4% | +163.4% |
| All | +938.5% | +2,455.7% | -1,517.2% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling