+21.2%
IGV vs NTAP
+122.8%
-101.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -5.4% | -1.0% | -4.4% | -5.0% |
| 30D | -2.6% | -7.5% | +4.9% | +0.4% |
| 3M | +10.5% | +14.6% | -4.1% | +3.5% |
| 6M | +18.2% | +91.0% | -72.8% | -13.3% |
| YTD | -4.2% | +73.7% | -77.9% | -27.0% |
| 1Y | -9.8% | +51.2% | -61.0% | -26.9% |
| 3Y | +39.1% | +146.1% | -107.0% | -16.5% |
| 5Y | +21.2% | +122.8% | -101.6% | -28.1% |
| All | +21.2% | +122.8% | -101.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling