+1,352.3%
IGV vs NRG
+1,510.3%
-158.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -1.8% |
| 30D | -1.5% | -6.0% | +4.5% | -0.4% |
| 3M | +11.7% | -8.0% | +19.6% | +12.2% |
| 6M | +18.4% | -23.2% | +41.6% | +23.0% |
| YTD | -3.9% | -28.1% | +24.1% | +0.7% |
| 1Y | -9.7% | -27.3% | +17.6% | -6.0% |
| 3Y | +38.4% | +208.7% | -170.2% | -4.6% |
| 5Y | +21.6% | +197.7% | -176.1% | -16.8% |
| 10Y | +363.0% | +1,103.3% | -740.3% | +112.8% |
| All | +1,352.3% | +1,510.3% | -158.0% | +568.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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