+349.9%
IGV vs NTNX
+146.9%
+203.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -5.4% | -3.9% | -1.5% | -4.4% |
| 30D | -2.6% | +1.7% | -4.3% | -3.0% |
| 3M | +10.5% | +31.7% | -21.2% | +3.2% |
| 6M | +18.2% | +69.4% | -51.2% | +3.5% |
| YTD | -4.2% | +26.6% | -30.8% | -10.2% |
| 1Y | -9.8% | -15.2% | +5.4% | -7.6% |
| 3Y | +39.1% | +80.9% | -41.8% | +17.0% |
| 5Y | +21.2% | +53.3% | -32.1% | +0.7% |
| All | +349.9% | +146.9% | +203.0% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling