+38.8%
IGV vs MS
+177.9%
-139.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | +2.3% | +5.1% | -2.7% | +0.1% |
| 30D | -6.0% | +5.7% | -11.7% | -8.3% |
| 3M | -4.8% | -12.2% | +7.4% | +0.5% |
| 6M | +14.2% | -0.5% | +14.7% | +13.3% |
| YTD | -4.2% | +9.8% | -14.1% | -9.9% |
| 1Y | -5.3% | +17.7% | -23.0% | -13.8% |
| 3Y | +38.8% | +176.8% | -138.0% | -7.0% |
| All | +38.8% | +177.9% | -139.1% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling