+21.2%
IGV vs NSC
+44.4%
-23.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -1.4% | -4.0% | -4.9% |
| 30D | -2.6% | -3.4% | +0.8% | -1.5% |
| 3M | +10.5% | +5.1% | +5.5% | +8.1% |
| 6M | +18.2% | +9.2% | +9.0% | +13.1% |
| YTD | -4.2% | +13.4% | -17.6% | -10.2% |
| 1Y | -9.8% | +20.8% | -30.6% | -17.8% |
| 3Y | +39.1% | +76.1% | -37.0% | +2.9% |
| 5Y | +21.2% | +45.3% | -24.1% | -1.5% |
| All | +21.2% | +44.4% | -23.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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