+679.1%
IGV vs NWSA
+127.4%
+551.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | -4.5% | -1.9% | -2.6% | -3.7% |
| 30D | +3.2% | +4.6% | -1.4% | +1.2% |
| 3M | +4.5% | +13.2% | -8.7% | -1.0% |
| 6M | +22.1% | +27.0% | -4.9% | +10.2% |
| YTD | -1.0% | +16.8% | -17.9% | -7.8% |
| 1Y | -2.1% | +4.5% | -6.6% | -4.8% |
| 3Y | +44.6% | +46.2% | -1.6% | +22.1% |
| 5Y | +22.2% | +40.9% | -18.8% | +2.7% |
| 10Y | +364.7% | +145.1% | +219.6% | +194.4% |
| All | +679.1% | +127.4% | +551.7% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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