+363.6%
IGV vs MDT
+62.9%
+300.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.0% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | -6.0% | +9.2% | -15.2% | -9.6% |
| 3M | -4.8% | +14.5% | -19.3% | -10.6% |
| 6M | +14.2% | +37.3% | -23.1% | -1.6% |
| YTD | -4.2% | +9.8% | -14.1% | -9.3% |
| 1Y | -5.3% | +10.5% | -15.8% | -10.7% |
| 3Y | +38.8% | +57.4% | -18.7% | +7.4% |
| 5Y | +14.2% | +1.2% | +13.0% | +9.6% |
| All | +363.6% | +62.9% | +300.6% | +240.4% |
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