-7.5%
IGV vs NYT
+16.5%
-24.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -7.5% | -3.9% | -3.6% | -7.1% |
| 30D | -5.6% | +4.3% | -9.9% | -6.1% |
| 3M | +1.5% | -11.7% | +13.3% | +2.9% |
| 6M | +17.1% | -14.4% | +31.5% | +17.8% |
| YTD | -2.0% | -3.0% | +1.0% | -0.6% |
| 1Y | -7.5% | +16.5% | -24.1% | -2.7% |
| All | -7.5% | +16.5% | -24.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling