+962.8%
IGV vs MAS
+572.2%
+390.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.8% | -1.2% |
| 7D | -7.5% | +14.2% | -21.6% | -12.1% |
| 30D | -5.6% | +26.8% | -32.4% | -13.8% |
| 3M | +1.5% | +13.1% | -11.6% | -3.6% |
| 6M | +17.1% | +27.9% | -10.8% | +5.3% |
| YTD | -2.0% | +38.7% | -40.7% | -15.8% |
| 1Y | -7.5% | +40.4% | -47.9% | -21.0% |
| 3Y | +48.1% | +66.1% | -18.1% | +16.0% |
| 5Y | +17.1% | +47.4% | -30.3% | -5.0% |
| 10Y | +375.6% | +238.3% | +137.2% | +176.5% |
| All | +962.8% | +572.2% | +390.7% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling