+929.7%
IGV vs MSI
+1,106.4%
-176.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +7.4% | -9.7% | -5.1% |
| 30D | -11.0% | +18.7% | -29.7% | -16.9% |
| 3M | -4.5% | +14.5% | -18.9% | -9.6% |
| 6M | +10.1% | +38.1% | -28.0% | -3.8% |
| YTD | -5.1% | +38.7% | -43.8% | -17.9% |
| 1Y | -10.2% | +35.4% | -45.6% | -21.7% |
| 3Y | +37.7% | +75.1% | -37.4% | +7.2% |
| 5Y | +15.7% | +126.4% | -110.7% | -18.8% |
| 10Y | +357.1% | +671.4% | -314.3% | +97.8% |
| All | +929.7% | +1,106.4% | -176.7% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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