+48.7%
IGV vs NVD
-99.1%
+147.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.4% |
| 7D | -2.9% | +10.8% | -13.8% | -1.4% |
| 30D | -1.5% | +0.8% | -2.3% | -0.8% |
| 3M | +11.7% | -20.8% | +32.5% | +9.3% |
| 6M | +18.4% | -41.2% | +59.6% | +12.5% |
| YTD | -3.9% | -44.2% | +40.3% | -8.8% |
| 1Y | -9.7% | -54.2% | +44.5% | -15.5% |
| 3Y | +38.4% | -99.1% | +137.6% | -17.4% |
| All | +48.7% | -99.1% | +147.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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