+236.4%
IGV vs MDB
+912.7%
-676.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.2% |
| 7D | +2.3% | +6.8% | -4.5% | +0.4% |
| 30D | -6.0% | -6.2% | +0.2% | -4.6% |
| 3M | -4.8% | -29.2% | +24.4% | +3.4% |
| 6M | +14.2% | +10.3% | +3.9% | +8.4% |
| YTD | -4.2% | -20.4% | +16.1% | -2.3% |
| 1Y | -5.3% | -4.8% | -0.4% | -8.7% |
| 3Y | +38.8% | -11.6% | +50.4% | +24.8% |
| 5Y | +14.2% | -41.0% | +55.3% | +2.3% |
| All | +236.4% | +912.7% | -676.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling