+233.5%
IGV vs MDB
+906.0%
-672.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -11.0% | -14.0% | +3.0% | -7.4% |
| 3M | -4.5% | -20.3% | +15.9% | +0.2% |
| 6M | +10.1% | +10.9% | -0.8% | +4.2% |
| YTD | -5.1% | -20.9% | +15.8% | -3.0% |
| 1Y | -10.2% | -11.2% | +1.0% | -11.8% |
| 3Y | +37.7% | -11.9% | +49.7% | +24.0% |
| 5Y | +15.7% | -40.2% | +55.9% | +3.1% |
| All | +233.5% | +906.0% | -672.5% | +32.2% |
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