+949.2%
IGV vs MSI
+1,124.3%
-175.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -1.3% | +7.7% | -9.0% | -4.2% |
| 30D | -8.1% | +19.9% | -28.0% | -14.6% |
| 3M | -1.6% | +14.9% | -16.6% | -7.1% |
| 6M | +12.7% | +37.2% | -24.5% | -1.2% |
| YTD | -3.3% | +40.8% | -44.0% | -16.9% |
| 1Y | -7.9% | +38.1% | -46.0% | -20.3% |
| 3Y | +40.3% | +77.7% | -37.4% | +8.6% |
| 5Y | +17.3% | +129.0% | -111.7% | -18.0% |
| 10Y | +362.3% | +671.3% | -309.0% | +100.0% |
| All | +949.2% | +1,124.3% | -175.1% | +193.4% |
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