+973.2%
IGV vs MS
+668.7%
+304.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | +1.4% | -5.9% | -4.9% |
| 30D | +3.2% | -0.3% | +3.5% | +3.3% |
| 3M | +4.5% | +0.3% | +4.2% | +4.1% |
| 6M | +22.1% | +31.3% | -9.2% | +11.5% |
| YTD | -1.0% | +24.7% | -25.7% | -8.2% |
| 1Y | -2.1% | +47.9% | -50.0% | -14.1% |
| 3Y | +44.6% | +178.3% | -133.8% | +3.2% |
| 5Y | +22.2% | +144.9% | -122.7% | -9.6% |
| 10Y | +364.7% | +804.5% | -439.8% | +123.1% |
| All | +973.2% | +668.7% | +304.5% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling