+938.6%
IGV vs NYT
+105.9%
+832.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -0.7% | -4.6% | -5.2% |
| 30D | -2.6% | +4.5% | -7.1% | -3.9% |
| 3M | +10.5% | -8.5% | +19.0% | +12.8% |
| 6M | +18.2% | -15.1% | +33.2% | +22.8% |
| YTD | -4.2% | -3.3% | -0.9% | -4.4% |
| 1Y | -9.8% | +17.0% | -26.8% | -15.1% |
| 3Y | +39.1% | +55.7% | -16.5% | +18.5% |
| 5Y | +21.2% | +38.9% | -17.7% | +4.8% |
| 10Y | +361.5% | +485.3% | -123.8% | +151.7% |
| All | +938.6% | +105.9% | +832.7% | +673.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling