+941.9%
IGV vs MRSH
+526.4%
+415.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -4.8% | +1.8% | -0.4% |
| 30D | -1.5% | -6.3% | +4.8% | +1.8% |
| 3M | +11.7% | +5.8% | +5.9% | +7.8% |
| 6M | +18.4% | +2.8% | +15.6% | +15.5% |
| YTD | -3.9% | -3.1% | -0.8% | -4.0% |
| 1Y | -9.7% | -11.3% | +1.6% | -6.0% |
| 3Y | +38.4% | -5.0% | +43.4% | +37.0% |
| 5Y | +21.6% | +19.2% | +2.4% | +6.8% |
| 10Y | +363.0% | +217.4% | +145.6% | +141.6% |
| All | +941.9% | +526.4% | +415.5% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling