+363.5%
IGV vs MAS
+137.9%
+225.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.9% |
| 7D | -4.5% | -0.8% | -3.8% | -4.2% |
| 30D | +3.2% | -5.6% | +8.8% | +5.5% |
| 3M | +4.5% | +4.4% | +0.1% | +1.5% |
| 6M | +22.1% | +7.2% | +14.9% | +16.0% |
| YTD | -1.0% | +16.1% | -17.1% | -10.1% |
| 1Y | -2.1% | +0.1% | -2.2% | -5.3% |
| 3Y | +44.6% | +28.3% | +16.3% | +20.5% |
| 5Y | +22.2% | +30.5% | -8.3% | -1.0% |
| All | +363.5% | +137.9% | +225.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling