+38.8%
IGV vs MAR
+120.6%
-81.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | -6.0% | +13.8% | -19.8% | -10.4% |
| 3M | -4.8% | +20.3% | -25.1% | -11.2% |
| 6M | +14.2% | +21.3% | -7.1% | +5.1% |
| YTD | -4.2% | +37.2% | -41.4% | -18.0% |
| 1Y | -5.3% | +48.4% | -53.7% | -22.6% |
| 3Y | +38.8% | +120.1% | -81.3% | -6.2% |
| All | +38.8% | +120.6% | -81.9% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling