+1,231.4%
IGV vs MA
+17,837.3%
-16,605.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.2% | +2.3% | -7.5% | -6.2% |
| 30D | -10.0% | +14.7% | -24.6% | -15.6% |
| 3M | -0.5% | +13.5% | -14.0% | -6.5% |
| 6M | +12.6% | +33.1% | -20.5% | -1.7% |
| YTD | -6.4% | +15.1% | -21.5% | -13.1% |
| 1Y | -9.5% | +18.7% | -28.3% | -17.2% |
| 3Y | +41.7% | +72.1% | -30.4% | +9.0% |
| 5Y | +12.7% | +92.8% | -80.1% | -17.5% |
| 10Y | +354.1% | +571.6% | -217.6% | +99.0% |
| All | +1,231.4% | +17,837.3% | -16,605.9% | +147.2% |
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 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