-7.5%
IGV vs NTRS
+43.5%
-51.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.1% |
| 7D | -7.5% | +3.6% | -11.0% | -8.2% |
| 30D | -5.6% | +4.3% | -9.9% | -6.6% |
| 3M | +1.5% | -1.9% | +3.5% | +1.5% |
| 6M | +17.1% | +11.4% | +5.7% | +12.7% |
| YTD | -2.0% | +32.3% | -34.3% | -12.0% |
| 1Y | -7.5% | +42.5% | -50.1% | -19.5% |
| All | -7.5% | +43.5% | -51.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling