+227.4%
IGV vs NTR
+97.9%
+129.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -1.5% | +16.8% | -18.3% | -5.2% |
| 3M | +11.7% | +20.7% | -9.1% | +6.3% |
| 6M | +18.4% | +0.5% | +17.9% | +17.2% |
| YTD | -3.9% | +29.2% | -33.1% | -11.3% |
| 1Y | -9.7% | +39.6% | -49.3% | -18.6% |
| 3Y | +38.4% | +37.9% | +0.6% | +23.0% |
| 5Y | +21.6% | +47.1% | -25.5% | -0.9% |
| All | +227.4% | +97.9% | +129.5% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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