+23.8%
MSFT vs IGV
+24.3%
-0.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.6% |
| 7D | -2.7% | -4.5% | +1.8% | +0.2% |
| 30D | +2.7% | +3.2% | -0.5% | -0.1% |
| 3M | +17.0% | +4.5% | +12.4% | +11.6% |
| 6M | +23.8% | +22.1% | +1.7% | +6.2% |
| All | +23.8% | +24.3% | -0.4% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling