+953.6%
IGV vs MAR
+1,723.3%
-769.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | -3.3% | -1.7% | -1.6% | -2.6% |
| 30D | 0.0% | -6.9% | +6.9% | +3.0% |
| 3M | +7.3% | -15.8% | +23.2% | +14.9% |
| 6M | +16.7% | +1.9% | +14.8% | +14.3% |
| YTD | -2.8% | +6.6% | -9.5% | -7.2% |
| 1Y | -6.7% | +23.7% | -30.3% | -17.0% |
| 3Y | +41.1% | +64.6% | -23.5% | +10.2% |
| 5Y | +22.0% | +156.4% | -134.4% | -22.4% |
| 10Y | +357.9% | +415.4% | -57.4% | +85.8% |
| All | +953.6% | +1,723.3% | -769.7% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling