+76.7%
IGV vs MP
+268.3%
-191.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.1% |
| 7D | -2.3% | -3.6% | +1.4% | -1.9% |
| 30D | -11.0% | -21.0% | +10.0% | -8.4% |
| 3M | -4.5% | -33.3% | +28.8% | +0.1% |
| 6M | +10.1% | -45.9% | +56.0% | +17.6% |
| YTD | -5.1% | -27.8% | +22.8% | -3.2% |
| 1Y | -10.2% | -43.2% | +33.0% | -6.0% |
| 3Y | +37.7% | +144.0% | -106.3% | +7.0% |
| 5Y | +15.7% | -6.1% | +21.8% | +2.6% |
| All | +76.7% | +268.3% | -191.6% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling