+17.3%
IGV vs NVTS
-36.0%
+53.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.2% |
| 7D | +2.3% | +3.9% | -1.6% | +2.0% |
| 30D | -6.0% | -4.3% | -1.7% | -6.0% |
| 3M | -4.8% | -34.5% | +29.7% | -2.4% |
| 6M | +14.2% | -57.7% | +72.0% | +19.1% |
| YTD | -4.2% | +25.4% | -29.6% | -10.5% |
| 1Y | -5.3% | +13.1% | -18.4% | -10.9% |
| 3Y | +38.8% | +48.9% | -10.1% | +17.1% |
| 5Y | +14.2% | -51.8% | +66.0% | +0.3% |
| All | +17.3% | -36.0% | +53.3% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling