+22.0%
IGV vs MA
+70.4%
-48.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.9% |
| 7D | -3.3% | -1.8% | -1.6% | -2.3% |
| 30D | 0.0% | +1.4% | -1.4% | -1.1% |
| 3M | +7.3% | +17.7% | -10.4% | -3.7% |
| 6M | +16.7% | +9.7% | +7.1% | +9.3% |
| YTD | -2.8% | +0.5% | -3.3% | -4.1% |
| 1Y | -6.7% | -2.1% | -4.6% | -6.6% |
| 3Y | +41.1% | +40.1% | +1.0% | +8.4% |
| 5Y | +22.0% | +67.5% | -45.5% | -18.2% |
| All | +22.0% | +70.4% | -48.4% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling