+23.5%
IGV vs MS
+145.3%
-121.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -4.5% | +1.4% | -5.9% | -5.1% |
| 30D | +3.2% | -0.3% | +3.5% | +3.3% |
| 3M | +4.5% | +0.3% | +4.2% | +3.8% |
| 6M | +22.1% | +31.3% | -9.2% | +4.8% |
| YTD | -1.0% | +24.7% | -25.7% | -13.0% |
| 1Y | -2.1% | +47.9% | -50.0% | -21.7% |
| 3Y | +44.6% | +178.3% | -133.8% | -20.1% |
| All | +23.5% | +145.3% | -121.8% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling