+12.8%
IGV vs MAS
+41.7%
-28.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -0.9% | -3.2% |
| 7D | -8.3% | +4.6% | -12.9% | -9.8% |
| 30D | -10.9% | +19.9% | -30.8% | -16.9% |
| 3M | -2.3% | +8.9% | -11.2% | -5.7% |
| 6M | +12.2% | +20.2% | -8.0% | +3.1% |
| YTD | -6.3% | +33.9% | -40.2% | -19.4% |
| 1Y | -11.4% | +34.7% | -46.0% | -24.2% |
| 3Y | +41.5% | +60.4% | -18.8% | +4.3% |
| 5Y | +12.8% | +43.5% | -30.6% | -12.4% |
| All | +12.8% | +41.7% | -28.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling