+38.9%
IGV vs NOK
+185.9%
-147.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -1.5% | +9.3% | -10.9% | -2.6% |
| 30D | -3.0% | +17.9% | -20.9% | -4.9% |
| 3M | +9.6% | -22.3% | +31.9% | +12.2% |
| 6M | +16.1% | +36.4% | -20.3% | +8.6% |
| YTD | -3.6% | +66.3% | -69.9% | -12.8% |
| 1Y | -7.8% | +134.4% | -142.3% | -22.2% |
| All | +38.9% | +185.9% | -147.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 3y: compounded portfolio wealth divided by compounded NOK 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…
3y analysis · Full analysis span regression · 6 months rolling