+247.6%
IGV vs MDB
+1,017.4%
-769.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.1% |
| 7D | -4.5% | -17.4% | +12.9% | +0.5% |
| 30D | +3.2% | -2.0% | +5.2% | +3.4% |
| 3M | +4.5% | -3.0% | +7.5% | +4.6% |
| 6M | +22.1% | +48.7% | -26.6% | +7.6% |
| YTD | -1.0% | -12.1% | +11.1% | -0.6% |
| 1Y | -2.1% | +14.5% | -16.6% | -9.5% |
| 3Y | +44.6% | -6.1% | +50.7% | +28.9% |
| 5Y | +22.2% | -27.3% | +49.5% | +3.9% |
| All | +247.6% | +1,017.4% | -769.8% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling