+357.7%
IGV vs MRSH
+218.8%
+138.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -4.8% | +1.8% | -0.1% |
| 30D | -1.5% | -6.3% | +4.8% | +2.2% |
| 3M | +11.7% | +5.8% | +5.9% | +7.2% |
| 6M | +18.4% | +2.8% | +15.6% | +15.0% |
| YTD | -3.9% | -3.1% | -0.8% | -4.1% |
| 1Y | -9.7% | -11.3% | +1.6% | -5.3% |
| 3Y | +38.4% | -5.0% | +43.4% | +35.5% |
| 5Y | +21.6% | +19.2% | +2.4% | +1.2% |
| All | +357.7% | +218.8% | +138.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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