+239.8%
IGV vs MDB
+924.6%
-684.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.4% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | -8.1% | -11.3% | +3.2% | -5.3% |
| 3M | -1.6% | -23.0% | +21.4% | +4.3% |
| 6M | +12.7% | +14.8% | -2.0% | +5.7% |
| YTD | -3.3% | -19.4% | +16.2% | -1.6% |
| 1Y | -7.9% | -9.0% | +1.1% | -10.2% |
| 3Y | +40.3% | -10.3% | +50.6% | +25.7% |
| 5Y | +17.3% | -38.4% | +55.7% | +3.7% |
| All | +239.8% | +924.6% | -684.8% | +34.1% |
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