+38.9%
IGV vs NTAP
+146.1%
-107.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -1.5% | +2.2% | -3.7% | -2.3% |
| 30D | -3.0% | -7.0% | +4.0% | -0.7% |
| 3M | +9.6% | +12.3% | -2.7% | +4.5% |
| 6M | +16.1% | +85.1% | -69.0% | -9.0% |
| YTD | -3.6% | +74.8% | -78.4% | -23.1% |
| 1Y | -7.8% | +52.7% | -60.5% | -22.7% |
| All | +38.9% | +146.1% | -107.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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