-9.2%
IGV vs MS
+16.8%
-26.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.5% |
| 7D | -0.4% | +0.7% | -1.2% | -0.7% |
| 30D | -9.9% | -0.9% | -9.0% | -9.7% |
| 3M | -1.2% | -13.0% | +11.8% | +3.5% |
| 6M | +11.3% | -2.0% | +13.3% | +10.4% |
| YTD | -4.0% | +7.8% | -11.8% | -9.1% |
| All | -9.2% | +16.8% | -26.0% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling