+14.8%
IGV vs MAR
+181.1%
-166.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.5% |
| 30D | -6.0% | +13.8% | -19.8% | -11.7% |
| 3M | -4.8% | +20.3% | -25.1% | -13.0% |
| 6M | +14.2% | +21.3% | -7.1% | +2.8% |
| YTD | -4.2% | +37.2% | -41.4% | -20.3% |
| 1Y | -5.3% | +48.4% | -53.7% | -24.8% |
| 3Y | +38.8% | +120.1% | -81.3% | -13.8% |
| All | +14.8% | +181.1% | -166.2% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling