+964.2%
IGV vs MSCI
+3,197.7%
-2,233.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -1.3% | -1.9% | +0.6% | -0.4% |
| 30D | -8.1% | +16.5% | -24.6% | -14.3% |
| 3M | -1.6% | +18.2% | -19.8% | -8.9% |
| 6M | +12.7% | +14.0% | -1.2% | +5.6% |
| YTD | -3.3% | +16.6% | -19.8% | -10.6% |
| 1Y | -7.9% | +14.8% | -22.7% | -14.4% |
| 3Y | +40.3% | +33.3% | +7.1% | +18.9% |
| 5Y | +17.3% | +9.1% | +8.3% | +7.2% |
| 10Y | +362.3% | +820.4% | -458.1% | +80.7% |
| All | +964.2% | +3,197.7% | -2,233.5% | +149.8% |
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