+238.5%
IGV vs MDB
+986.0%
-747.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.5% | -4.5% | +3.0% | -0.2% |
| 30D | -3.0% | -14.0% | +11.0% | +0.8% |
| 3M | +9.6% | +5.3% | +4.3% | +7.2% |
| 6M | +16.1% | +31.9% | -15.8% | +5.8% |
| YTD | -3.6% | -14.6% | +11.0% | -2.5% |
| 1Y | -7.8% | +8.2% | -16.1% | -13.4% |
| 3Y | +40.0% | -5.0% | +45.0% | +24.3% |
| 5Y | +21.2% | -24.5% | +45.8% | +2.0% |
| All | +238.5% | +986.0% | -747.5% | +32.9% |
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