+23.1%
IGV vs MAR
+154.9%
-131.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -1.5% | -5.4% | +3.9% | +0.9% |
| 3M | +11.7% | -15.5% | +27.2% | +20.1% |
| 6M | +18.4% | +3.0% | +15.5% | +14.4% |
| YTD | -3.9% | +8.5% | -12.5% | -10.3% |
| 1Y | -9.7% | +26.0% | -35.6% | -22.9% |
| 3Y | +38.4% | +68.6% | -30.2% | -0.9% |
| All | +23.1% | +154.9% | -131.8% | -28.2% |
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 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