+956.1%
IGV vs MSCI
+3,122.5%
-2,166.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -0.4% | +1.5% | -1.9% | -1.1% |
| 30D | -9.9% | +14.4% | -24.3% | -15.3% |
| 3M | -1.2% | +15.2% | -16.4% | -7.4% |
| 6M | +11.3% | +11.2% | +0.1% | +5.4% |
| YTD | -4.0% | +13.9% | -17.9% | -10.4% |
| 1Y | -7.3% | +12.5% | -19.8% | -13.1% |
| 3Y | +42.8% | +32.3% | +10.5% | +21.3% |
| 5Y | +13.7% | +4.9% | +8.8% | +5.7% |
| 10Y | +354.8% | +779.7% | -424.9% | +81.0% |
| All | +956.1% | +3,122.5% | -2,166.3% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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