+41.1%
IGV vs NXT
+100.2%
-59.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -1.9% |
| 7D | -3.3% | +2.9% | -6.2% | -3.5% |
| 30D | 0.0% | -17.2% | +17.2% | +1.4% |
| 3M | +7.3% | -32.0% | +39.3% | +10.1% |
| 6M | +16.7% | -15.8% | +32.5% | +17.0% |
| YTD | -2.8% | -1.9% | -0.9% | -4.3% |
| 1Y | -6.7% | +22.5% | -29.2% | -10.1% |
| 3Y | +41.1% | +100.5% | -59.4% | +26.6% |
| All | +41.1% | +100.2% | -59.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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