+973.2%
IGV vs MAR
+1,766.1%
-792.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -4.5% | -4.2% | -0.4% | -2.8% |
| 30D | +3.2% | -6.7% | +9.9% | +6.2% |
| 3M | +4.5% | -12.5% | +17.0% | +9.9% |
| 6M | +22.1% | +0.6% | +21.5% | +20.2% |
| YTD | -1.0% | +9.1% | -10.2% | -6.4% |
| 1Y | -2.1% | +26.2% | -28.3% | -13.7% |
| 3Y | +44.6% | +68.2% | -23.6% | +11.8% |
| 5Y | +22.2% | +163.9% | -141.8% | -23.2% |
| 10Y | +364.7% | +420.6% | -55.8% | +87.8% |
| All | +973.2% | +1,766.1% | -792.9% | +80.0% |
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