+357.7%
IGV vs NTRS
+259.9%
+97.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.4% |
| 30D | -1.5% | -0.7% | -0.9% | -1.3% |
| 3M | +11.7% | +11.3% | +0.4% | +6.9% |
| 6M | +18.4% | +35.5% | -17.1% | +4.4% |
| YTD | -3.9% | +40.6% | -44.5% | -16.7% |
| 1Y | -9.7% | +49.2% | -58.9% | -23.6% |
| 3Y | +38.4% | +167.2% | -128.8% | -8.5% |
| 5Y | +21.6% | +94.9% | -73.3% | -11.0% |
| All | +357.7% | +259.9% | +97.8% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling