+938.5%
IGV vs NTAP
+2,155.9%
-1,217.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.6% |
| 7D | +2.3% | +7.2% | -4.9% | -0.1% |
| 30D | -6.0% | -18.4% | +12.4% | +0.5% |
| 3M | -4.8% | -11.3% | +6.5% | -1.8% |
| 6M | +14.2% | +53.8% | -39.5% | -4.0% |
| YTD | -4.2% | +72.0% | -76.2% | -23.0% |
| 1Y | -5.3% | +68.0% | -73.3% | -23.3% |
| 3Y | +38.8% | +149.5% | -110.7% | -4.5% |
| 5Y | +14.2% | +125.6% | -111.4% | -19.1% |
| 10Y | +357.6% | +583.1% | -225.6% | +107.1% |
| All | +938.5% | +2,155.9% | -1,217.4% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling