+357.1%
IGV vs MS
+576.8%
-219.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -11.0% | -0.7% | -10.3% | -10.8% |
| 3M | -4.5% | -12.4% | +7.9% | +0.9% |
| 6M | +10.1% | -1.7% | +11.8% | +10.0% |
| YTD | -5.1% | +8.0% | -13.1% | -9.5% |
| 1Y | -10.2% | +16.2% | -26.4% | -17.2% |
| 3Y | +37.7% | +171.3% | -133.6% | -13.9% |
| 5Y | +15.7% | +124.8% | -109.1% | -22.6% |
| 10Y | +357.1% | +553.7% | -196.5% | +103.7% |
| All | +357.1% | +576.8% | -219.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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