-9.5%
IGV vs MAS
+32.0%
-41.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -5.2% | +2.0% | -7.1% | -5.1% |
| 30D | -10.0% | +19.4% | -29.4% | -10.2% |
| 3M | -0.5% | +9.4% | -10.0% | -0.7% |
| 6M | +12.6% | +15.3% | -2.7% | +12.8% |
| YTD | -6.4% | +31.3% | -37.7% | -6.1% |
| 1Y | -9.5% | +34.9% | -44.4% | -9.2% |
| All | -9.5% | +32.0% | -41.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling