+504.6%
NOW vs IGV
+362.3%
+142.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -2.6% |
| 7D | -3.1% | -0.4% | -2.6% | -2.5% |
| 30D | -27.0% | -9.9% | -17.1% | -15.5% |
| 3M | -17.7% | -1.2% | -16.5% | -15.2% |
| 6M | +12.7% | +11.3% | +1.4% | +1.8% |
| YTD | -32.9% | -4.0% | -28.9% | -25.7% |
| 1Y | -40.4% | -7.3% | -33.1% | -31.1% |
| 3Y | -17.1% | +42.8% | -59.9% | -44.1% |
| 5Y | -25.7% | +13.7% | -39.3% | -30.6% |
| 10Y | +504.6% | +354.8% | +149.8% | -9.2% |
| All | +504.6% | +362.3% | +142.3% | -9.2% |
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