+356.3%
IGV vs MDT
+40.9%
+315.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.4% | -1.6% | -3.8% | -4.7% |
| 30D | -2.6% | +1.0% | -3.7% | -3.2% |
| 3M | +10.5% | +15.2% | -4.7% | +3.5% |
| 6M | +18.2% | +3.7% | +14.5% | +15.4% |
| YTD | -4.2% | -3.0% | -1.3% | -4.0% |
| 1Y | -9.8% | +2.5% | -12.3% | -12.3% |
| 3Y | +39.1% | +26.5% | +12.7% | +19.4% |
| 5Y | +21.2% | -18.3% | +39.5% | +28.6% |
| All | +356.3% | +40.9% | +315.4% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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