+914.8%
IGV vs MS
+544.5%
+370.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | -10.0% | -3.8% | -6.2% | -8.9% |
| 3M | -0.5% | -14.6% | +14.1% | +4.3% |
| 6M | +12.6% | -5.1% | +17.7% | +13.9% |
| YTD | -6.4% | +4.5% | -10.9% | -8.4% |
| 1Y | -9.5% | +13.5% | -23.1% | -13.8% |
| 3Y | +41.7% | +160.4% | -118.7% | +3.4% |
| 5Y | +12.7% | +112.9% | -100.2% | -12.9% |
| 10Y | +354.1% | +633.4% | -279.3% | +132.4% |
| All | +914.8% | +544.5% | +370.3% | +277.7% |
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