+351.3%
IGV vs NTNX
+148.8%
+202.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -1.5% | +2.0% | -3.5% | -1.9% |
| 3M | +11.7% | +34.0% | -22.3% | +3.8% |
| 6M | +18.4% | +72.4% | -54.0% | +3.3% |
| YTD | -3.9% | +27.5% | -31.5% | -10.1% |
| 1Y | -9.7% | -18.7% | +9.1% | -6.5% |
| 3Y | +38.4% | +80.8% | -42.3% | +16.4% |
| 5Y | +21.6% | +54.5% | -32.9% | +0.8% |
| All | +351.3% | +148.8% | +202.5% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling