+364.4%
IGV vs MA
+507.5%
-143.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.5% | -3.5% | +2.0% | +0.6% |
| 30D | -3.0% | +0.8% | -3.8% | -3.6% |
| 3M | +9.6% | +14.8% | -5.2% | +0.2% |
| 6M | +16.1% | +10.0% | +6.1% | +8.7% |
| YTD | -3.6% | -0.1% | -3.5% | -4.6% |
| 1Y | -7.8% | -2.2% | -5.6% | -7.9% |
| 3Y | +40.0% | +39.3% | +0.7% | +10.7% |
| 5Y | +21.2% | +66.3% | -45.1% | -15.1% |
| 10Y | +364.4% | +513.2% | -148.8% | +28.4% |
| All | +364.4% | +507.5% | -143.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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