-9.5%
IGV vs MS
+12.8%
-22.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.2% | -1.6% | -3.6% | -4.6% |
| 30D | -10.0% | -3.8% | -6.2% | -8.7% |
| 3M | -0.5% | -14.6% | +14.1% | +4.9% |
| 6M | +12.6% | -5.1% | +17.7% | +12.9% |
| YTD | -6.4% | +4.5% | -10.9% | -10.4% |
| 1Y | -9.5% | +13.5% | -23.1% | -17.4% |
| All | -9.5% | +12.8% | -22.3% | -17.4% |
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