+23.1%
IGV vs MRSH
+18.2%
+4.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -4.8% | +1.8% | -0.5% |
| 30D | -1.5% | -6.3% | +4.8% | +1.7% |
| 3M | +11.7% | +5.8% | +5.9% | +7.6% |
| 6M | +18.4% | +2.8% | +15.6% | +15.3% |
| YTD | -3.9% | -3.1% | -0.8% | -4.0% |
| 1Y | -9.7% | -11.3% | +1.6% | -5.1% |
| 3Y | +38.4% | -5.0% | +43.4% | +33.3% |
| All | +23.1% | +18.2% | +4.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling