+41.7%
IGV vs MP
+114.3%
-72.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.5% |
| 7D | -5.2% | -10.5% | +5.3% | -4.3% |
| 30D | -10.0% | -23.5% | +13.6% | -8.0% |
| 3M | -0.5% | -25.4% | +24.9% | +1.6% |
| 6M | +12.6% | -51.3% | +63.9% | +18.4% |
| YTD | -6.4% | -29.9% | +23.5% | -4.7% |
| 1Y | -9.5% | -31.8% | +22.3% | -7.8% |
| 3Y | +41.7% | +127.0% | -85.3% | +22.3% |
| All | +41.7% | +114.3% | -72.7% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling