+23.1%
IGV vs MKSI
+84.1%
-61.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | -2.9% | +2.7% | -5.6% | -3.7% |
| 30D | -1.5% | -12.8% | +11.3% | +1.9% |
| 3M | +11.7% | -22.5% | +34.2% | +16.5% |
| 6M | +18.4% | +19.4% | -1.0% | +5.8% |
| YTD | -3.9% | +67.7% | -71.6% | -24.9% |
| 1Y | -9.7% | +131.4% | -141.1% | -38.1% |
| 3Y | +38.4% | +197.3% | -158.9% | -22.6% |
| All | +23.1% | +84.1% | -61.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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