+23.1%
IGV vs MKTX
-60.5%
+83.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -1.5% | +0.7% | -2.2% | -1.7% |
| 3M | +11.7% | +40.8% | -29.1% | +2.3% |
| 6M | +18.4% | -8.0% | +26.4% | +20.3% |
| YTD | -3.9% | -8.7% | +4.8% | -2.4% |
| 1Y | -9.7% | -11.8% | +2.2% | -7.7% |
| 3Y | +38.4% | -24.0% | +62.5% | +39.5% |
| All | +23.1% | -60.5% | +83.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling