+21.2%
IGV vs MDT
-20.5%
+41.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -3.0% | +2.8% | -5.8% | -4.0% |
| 3M | +9.6% | +13.1% | -3.5% | +5.0% |
| 6M | +16.1% | +2.3% | +13.8% | +15.2% |
| YTD | -3.6% | -2.7% | -0.9% | -3.0% |
| 1Y | -7.8% | +0.9% | -8.7% | -8.8% |
| 3Y | +40.0% | +26.8% | +13.2% | +22.8% |
| 5Y | +21.2% | -19.5% | +40.7% | +30.3% |
| All | +21.2% | -20.5% | +41.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling