+2,192.5%
MSFT vs IGV
+970.9%
+1,221.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.3% |
| 7D | -2.7% | -4.5% | +1.8% | +0.8% |
| 30D | +2.7% | +3.2% | -0.5% | -0.4% |
| 3M | +17.0% | +4.5% | +12.4% | +12.3% |
| 6M | +23.8% | +22.1% | +1.7% | +4.7% |
| YTD | +4.0% | -1.0% | +5.0% | +3.6% |
| 1Y | -0.8% | -2.1% | +1.3% | -0.9% |
| 3Y | +55.6% | +44.6% | +11.0% | +11.9% |
| 5Y | +72.9% | +22.2% | +50.7% | +39.8% |
| 10Y | +875.8% | +364.7% | +511.1% | +185.9% |
| All | +2,192.5% | +970.9% | +1,221.6% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling