+1,022.8%
NBIS vs IGV
+10.7%
+1,012.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.9% |
| 7D | -0.8% | -2.9% | +2.1% | +2.7% |
| 30D | -13.4% | -1.5% | -11.9% | -13.5% |
| 3M | +1.0% | +11.7% | -10.6% | -17.6% |
| 6M | +100.5% | +18.4% | +82.1% | +44.8% |
| YTD | +168.3% | -3.9% | +172.2% | +183.5% |
| 1Y | +151.8% | -9.7% | +161.4% | +204.6% |
| All | +1,022.8% | +10.7% | +1,012.0% | +1,148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling