+1,101.8%
NBIS vs IGV
+11.0%
+1,090.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.5% |
| 7D | +17.8% | -1.5% | +19.3% | +19.4% |
| 30D | +30.5% | -3.0% | +33.6% | +32.6% |
| 3M | +9.2% | +9.6% | -0.4% | -8.3% |
| 6M | +153.2% | +16.1% | +137.0% | +89.3% |
| YTD | +187.1% | -3.6% | +190.8% | +202.3% |
| 1Y | +151.1% | -7.8% | +158.9% | +192.3% |
| All | +1,101.8% | +11.0% | +1,090.7% | +1,230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling