+38.4%
IGV vs MGY
+25.2%
+13.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.9% | +3.5% | -6.5% | -3.5% |
| 30D | -1.5% | +5.3% | -6.8% | -2.4% |
| 3M | +11.7% | +2.6% | +9.0% | +10.9% |
| 6M | +18.4% | -3.3% | +21.7% | +18.5% |
| YTD | -3.9% | +29.2% | -33.1% | -10.4% |
| 1Y | -9.7% | +18.0% | -27.7% | -14.0% |
| 3Y | +38.4% | +30.0% | +8.4% | +27.5% |
| All | +38.4% | +25.2% | +13.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling