+938.5%
IGV vs MAR
+2,246.6%
-1,308.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.6% |
| 30D | -6.0% | +13.8% | -19.8% | -11.2% |
| 3M | -4.8% | +20.3% | -25.1% | -12.3% |
| 6M | +14.2% | +21.3% | -7.1% | +4.1% |
| YTD | -4.2% | +37.2% | -41.4% | -18.1% |
| 1Y | -5.3% | +48.4% | -53.7% | -21.9% |
| 3Y | +38.8% | +120.1% | -81.3% | -4.4% |
| 5Y | +14.2% | +182.1% | -167.9% | -30.2% |
| 10Y | +357.6% | +530.2% | -172.6% | +70.6% |
| All | +938.5% | +2,246.6% | -1,308.1% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling