+71.4%
MSFT vs IGV
+21.2%
+50.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | +1.0% |
| 30D | -1.0% | 0.0% | -1.0% | -1.5% |
| 3M | +20.2% | +7.3% | +12.8% | +13.4% |
| 6M | +21.3% | +16.7% | +4.6% | +7.1% |
| YTD | +2.8% | -2.8% | +5.6% | +3.9% |
| 1Y | 0.0% | -6.7% | +6.6% | +3.6% |
| 3Y | +51.2% | +41.1% | +10.1% | +11.3% |
| 5Y | +71.4% | +22.0% | +49.4% | +34.3% |
| All | +71.4% | +21.2% | +50.2% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 5y: compounded portfolio wealth divided by compounded IGV 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…
5y analysis · Full analysis span regression · 6 months rolling