+790.0%
NOW vs IGV
+355.8%
+434.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -2.6% |
| 7D | -6.1% | -3.3% | -2.8% | -1.7% |
| 30D | +7.5% | 0.0% | +7.5% | +7.8% |
| 3M | +17.5% | +7.3% | +10.2% | +8.3% |
| 6M | +7.9% | +16.7% | -8.8% | -7.8% |
| YTD | -12.4% | -2.8% | -9.5% | -5.7% |
| 1Y | -28.6% | -6.7% | -21.9% | -19.4% |
| 3Y | +11.8% | +41.1% | -29.3% | -24.5% |
| 5Y | +2.6% | +22.0% | -19.4% | -13.4% |
| 10Y | +790.0% | +357.9% | +432.1% | +34.8% |
| All | +790.0% | +355.8% | +434.1% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling