-2.1%
IGV vs MP
-17.4%
+15.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -4.5% | -2.9% | -1.7% | -4.2% |
| 30D | +3.2% | +13.8% | -10.6% | +1.7% |
| 3M | +4.5% | -16.7% | +21.2% | +5.7% |
| 6M | +22.1% | -11.5% | +33.6% | +22.2% |
| YTD | -1.0% | +7.9% | -9.0% | -2.5% |
| 1Y | -2.1% | -15.0% | +12.9% | -1.6% |
| All | -2.1% | -17.4% | +15.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling