+22.0%
IGV vs MDB
-26.9%
+48.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.6% | -0.9% |
| 7D | -3.3% | -18.0% | +14.7% | +1.9% |
| 30D | 0.0% | -10.7% | +10.7% | +2.8% |
| 3M | +7.3% | +1.0% | +6.4% | +6.3% |
| 6M | +16.7% | +31.6% | -14.9% | +6.6% |
| YTD | -2.8% | -15.2% | +12.3% | -1.6% |
| 1Y | -6.7% | +10.1% | -16.8% | -12.6% |
| 3Y | +41.1% | -5.6% | +46.8% | +26.1% |
| 5Y | +22.0% | -24.5% | +46.5% | +5.2% |
| All | +22.0% | -26.9% | +48.9% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling