+945.1%
IGV vs PNR
+726.7%
+218.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -1.5% | -3.9% | +2.3% | +0.2% |
| 30D | -3.0% | -13.8% | +10.8% | +3.7% |
| 3M | +9.6% | -22.5% | +32.1% | +21.4% |
| 6M | +16.1% | -37.2% | +53.3% | +40.5% |
| YTD | -3.6% | -44.2% | +40.6% | +22.5% |
| 1Y | -7.8% | -46.6% | +38.8% | +19.4% |
| 3Y | +40.0% | -12.5% | +52.5% | +41.4% |
| 5Y | +21.2% | -19.3% | +40.6% | +25.4% |
| 10Y | +364.4% | +67.5% | +296.9% | +220.6% |
| All | +945.1% | +726.7% | +218.4% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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