+198.0%
IGV vs NVT
+731.8%
-533.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.2% |
| 7D | -2.9% | +4.1% | -7.0% | -4.3% |
| 30D | -1.5% | -5.1% | +3.6% | -0.2% |
| 3M | +11.7% | -1.2% | +12.8% | +10.3% |
| 6M | +18.4% | +46.6% | -28.2% | +0.5% |
| YTD | -3.9% | +60.0% | -63.9% | -21.6% |
| 1Y | -9.7% | +70.8% | -80.5% | -28.5% |
| 3Y | +38.4% | +187.5% | -149.1% | -13.9% |
| 5Y | +21.6% | +426.1% | -404.6% | -40.1% |
| All | +198.0% | +731.8% | -533.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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