+21.2%
IGV vs NOK
+99.4%
-78.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -5.4% | +8.7% | -14.1% | -7.3% |
| 30D | -2.6% | +12.5% | -15.1% | -5.5% |
| 3M | +10.5% | -20.7% | +31.3% | +15.3% |
| 6M | +18.2% | +36.2% | -18.0% | +2.7% |
| YTD | -4.2% | +64.1% | -68.4% | -22.0% |
| 1Y | -9.8% | +132.4% | -142.2% | -36.6% |
| 3Y | +39.1% | +182.9% | -143.7% | -12.6% |
| 5Y | +21.2% | +102.8% | -81.6% | -8.9% |
| All | +21.2% | +99.4% | -78.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling