+1,308.0%
IGV vs MA
+15,793.6%
-14,485.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -4.5% | -2.7% | -1.8% | -3.3% |
| 30D | +3.2% | +1.5% | +1.7% | +2.3% |
| 3M | +4.5% | +20.4% | -15.9% | -4.3% |
| 6M | +22.1% | +11.1% | +11.0% | +15.9% |
| YTD | -1.0% | +2.0% | -3.0% | -2.6% |
| 1Y | -2.1% | -2.2% | 0.0% | -2.1% |
| 3Y | +44.6% | +41.9% | +2.7% | +21.7% |
| 5Y | +22.2% | +75.4% | -53.2% | -6.5% |
| 10Y | +364.7% | +527.5% | -162.8% | +111.5% |
| All | +1,308.0% | +15,793.6% | -14,485.6% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling