+973.2%
IGV vs NTAP
+2,203.2%
-1,230.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +3.2% | -0.5% | +3.8% | +3.2% |
| 3M | +4.5% | +4.1% | +0.5% | +2.5% |
| 6M | +22.1% | +88.0% | -65.8% | -3.6% |
| YTD | -1.0% | +75.6% | -76.6% | -20.3% |
| 1Y | -2.1% | +58.9% | -61.0% | -18.5% |
| 3Y | +44.6% | +153.6% | -109.0% | -0.1% |
| 5Y | +22.2% | +127.6% | -105.5% | -13.0% |
| 10Y | +364.7% | +580.4% | -215.6% | +112.1% |
| All | +973.2% | +2,203.2% | -1,230.0% | +124.0% |
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