+343.0%
IGV vs MAS
+213.7%
+129.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -5.2% | +2.0% | -7.1% | -6.0% |
| 30D | -10.0% | +19.4% | -29.4% | -16.5% |
| 3M | -0.5% | +9.4% | -10.0% | -4.7% |
| 6M | +12.6% | +15.3% | -2.7% | +4.4% |
| YTD | -6.4% | +31.3% | -37.7% | -19.6% |
| 1Y | -9.5% | +34.9% | -44.4% | -23.4% |
| 3Y | +41.7% | +58.6% | -16.9% | +7.0% |
| 5Y | +12.7% | +40.7% | -28.0% | -11.8% |
| All | +343.0% | +213.7% | +129.3% | +132.2% |
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