+1,238.4%
IGV vs MKTX
+1,445.1%
-206.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -3.0% | +1.0% | -4.0% | -3.2% |
| 3M | +9.6% | +40.8% | -31.2% | -0.3% |
| 6M | +16.1% | -10.9% | +27.0% | +17.9% |
| YTD | -3.6% | -8.6% | +5.0% | -2.9% |
| 1Y | -7.8% | -11.6% | +3.7% | -6.7% |
| 3Y | +40.0% | -24.5% | +64.5% | +42.8% |
| 5Y | +21.2% | -60.7% | +81.9% | +43.4% |
| 10Y | +364.4% | +5.1% | +359.3% | +326.1% |
| All | +1,238.4% | +1,445.1% | -206.7% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling