+38.0%
IGV vs MKTX
-25.2%
+63.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -2.6% | +0.8% | -3.4% | -2.7% |
| 3M | +10.5% | +41.1% | -30.6% | +7.7% |
| 6M | +18.2% | -9.5% | +27.7% | +18.0% |
| YTD | -4.2% | -8.7% | +4.5% | -4.6% |
| 1Y | -9.8% | -10.0% | +0.1% | -10.1% |
| All | +38.0% | -25.2% | +63.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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