+38.0%
IGV vs NTR
+37.3%
+0.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.4% |
| 7D | -5.4% | -2.5% | -2.9% | -5.2% |
| 30D | -2.6% | +17.0% | -19.7% | -4.0% |
| 3M | +10.5% | +22.2% | -11.7% | +8.3% |
| 6M | +18.2% | +5.2% | +13.0% | +17.3% |
| YTD | -4.2% | +29.7% | -33.9% | -7.9% |
| 1Y | -9.8% | +39.4% | -49.2% | -14.5% |
| All | +38.0% | +37.3% | +0.7% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling