+2,299.4%
MSFT vs IGV
+938.9%
+1,360.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +1.0% |
| 7D | -2.4% | +2.5% | -4.9% | -4.3% |
| 30D | -3.8% | -8.6% | +4.8% | +2.9% |
| 3M | +6.4% | -1.6% | +8.0% | +6.7% |
| 6M | +28.8% | +13.4% | +15.3% | +15.2% |
| YTD | +8.8% | -4.0% | +12.8% | +10.4% |
| 1Y | +3.2% | -7.6% | +10.8% | +7.7% |
| 3Y | +44.8% | +39.3% | +5.5% | +6.8% |
| 5Y | +61.8% | +14.5% | +47.3% | +37.1% |
| 10Y | +897.9% | +358.7% | +539.2% | +193.9% |
| All | +2,299.4% | +938.9% | +1,360.5% | +190.7% |
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