+11.2%
IGV vs MP
-5.6%
+16.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.8% |
| 7D | -5.2% | -10.5% | +5.3% | -3.7% |
| 30D | -10.0% | -23.5% | +13.6% | -6.6% |
| 3M | -0.5% | -25.4% | +24.9% | +3.2% |
| 6M | +12.6% | -51.3% | +63.9% | +23.2% |
| YTD | -6.4% | -29.9% | +23.5% | -4.1% |
| 1Y | -9.5% | -31.8% | +22.3% | -7.3% |
| 3Y | +41.7% | +127.0% | -85.3% | +1.3% |
| All | +11.2% | -5.6% | +16.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling