+38.9%
IGV vs MDT
+26.2%
+12.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -3.0% | +2.8% | -5.8% | -3.4% |
| 3M | +9.6% | +13.1% | -3.5% | +7.7% |
| 6M | +16.1% | +2.3% | +13.8% | +16.6% |
| YTD | -3.6% | -2.7% | -0.9% | -2.6% |
| 1Y | -7.8% | +0.9% | -8.7% | -7.8% |
| All | +38.9% | +26.2% | +12.6% | +33.5% |
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