+38.4%
IGV vs NVTS
+38.1%
+0.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -1.5% | -16.5% | +15.0% | -0.9% |
| 3M | +11.7% | -47.6% | +59.3% | +14.2% |
| 6M | +18.4% | +7.3% | +11.1% | +15.9% |
| YTD | -3.9% | +62.9% | -66.8% | -8.1% |
| 1Y | -9.7% | +91.3% | -100.9% | -14.7% |
| 3Y | +38.4% | +43.4% | -5.0% | +42.8% |
| All | +38.4% | +38.1% | +0.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling