+1,040.6%
NBIS vs IGV
+10.4%
+1,030.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.3% |
| 7D | +8.3% | -5.4% | +13.7% | +15.4% |
| 30D | +18.1% | -2.6% | +20.7% | +19.3% |
| 3M | +7.8% | +10.5% | -2.8% | -10.8% |
| 6M | +136.6% | +18.2% | +118.4% | +71.2% |
| YTD | +172.5% | -4.2% | +176.7% | +189.2% |
| 1Y | +144.3% | -9.8% | +154.1% | +195.8% |
| All | +1,040.6% | +10.4% | +1,030.2% | +1,172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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