+38.8%
IGV vs MA
+70.7%
-31.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | -6.0% | +9.6% | -15.6% | -10.3% |
| 3M | -4.8% | +16.8% | -21.6% | -12.1% |
| 6M | +14.2% | +35.2% | -21.0% | -2.7% |
| YTD | -4.2% | +16.6% | -20.8% | -11.9% |
| 1Y | -5.3% | +19.8% | -25.0% | -14.3% |
| 3Y | +38.8% | +70.7% | -31.9% | -2.6% |
| All | +38.8% | +70.7% | -31.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling