+973.2%
IGV vs MSI
+967.9%
+5.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.5% | -3.7% | -0.8% | -3.1% |
| 30D | +3.2% | +6.8% | -3.6% | +0.2% |
| 3M | +4.5% | +14.3% | -9.8% | -1.3% |
| 6M | +22.1% | -1.6% | +23.7% | +21.6% |
| YTD | -1.0% | +22.8% | -23.8% | -10.1% |
| 1Y | -2.1% | -1.1% | -1.0% | -3.4% |
| 3Y | +44.6% | +70.5% | -25.9% | +13.7% |
| 5Y | +22.2% | +102.8% | -80.6% | -10.3% |
| 10Y | +364.7% | +597.4% | -232.7% | +109.5% |
| All | +973.2% | +967.9% | +5.3% | +217.2% |
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