+653.9%
IGV vs NWSA
+102.5%
+551.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -1.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | -6.0% | -8.8% | +2.8% | -2.9% |
| 3M | -4.8% | -6.5% | +1.7% | -2.7% |
| 6M | +14.2% | +1.5% | +12.7% | +12.4% |
| YTD | -4.2% | +4.0% | -8.3% | -6.9% |
| 1Y | -5.3% | +3.4% | -8.7% | -7.8% |
| 3Y | +38.8% | +34.8% | +3.9% | +20.8% |
| 5Y | +14.2% | +18.4% | -4.1% | +2.3% |
| 10Y | +357.6% | +149.2% | +208.4% | +189.1% |
| All | +653.9% | +102.5% | +551.4% | +408.5% |
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