+39.1%
IGV vs MDT
+54.1%
-15.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +2.5% | -3.7% | +6.1% | +2.9% |
| 30D | -8.6% | +8.6% | -17.2% | -9.4% |
| 3M | -1.6% | +12.2% | -13.8% | -2.9% |
| 6M | +13.4% | +33.7% | -20.3% | +9.5% |
| YTD | -4.0% | +7.8% | -11.8% | -4.1% |
| 1Y | -7.6% | +8.9% | -16.5% | -8.0% |
| All | +39.1% | +54.1% | -15.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling