+17.3%
IGV vs NVTS
-20.2%
+37.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.3% |
| 7D | -5.4% | +0.5% | -5.8% | -5.4% |
| 30D | -2.6% | -18.0% | +15.4% | -1.3% |
| 3M | +10.5% | -45.6% | +56.1% | +14.6% |
| 6M | +18.2% | +28.5% | -10.3% | +11.8% |
| YTD | -4.2% | +56.2% | -60.4% | -11.6% |
| 1Y | -9.8% | +97.7% | -107.5% | -19.6% |
| 3Y | +39.1% | +35.0% | +4.1% | +23.2% |
| All | +17.3% | -20.2% | +37.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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