+521.8%
NOW vs IGV
+366.7%
+155.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +0.7% |
| 7D | -5.6% | -1.3% | -4.3% | -3.9% |
| 30D | -26.8% | -8.1% | -18.6% | -17.3% |
| 3M | -19.4% | -1.6% | -17.8% | -16.4% |
| 6M | +12.3% | +12.7% | -0.4% | -0.1% |
| YTD | -32.9% | -3.3% | -29.7% | -26.4% |
| 1Y | -40.3% | -7.9% | -32.4% | -30.4% |
| 3Y | -19.1% | +40.3% | -59.4% | -44.2% |
| 5Y | -24.4% | +17.3% | -41.7% | -32.1% |
| 10Y | +521.8% | +362.3% | +159.5% | -8.2% |
| All | +521.8% | +366.7% | +155.1% | -8.2% |
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