+973.2%
IGV vs MDT
+226.7%
+746.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.7% |
| 7D | -4.5% | +3.2% | -7.7% | -5.9% |
| 30D | +3.2% | +9.5% | -6.3% | -1.1% |
| 3M | +4.5% | +16.0% | -11.4% | -2.8% |
| 6M | +22.1% | +0.2% | +21.9% | +20.6% |
| YTD | -1.0% | -0.3% | -0.8% | -2.4% |
| 1Y | -2.1% | +4.7% | -6.8% | -6.0% |
| 3Y | +44.6% | +26.5% | +18.0% | +24.4% |
| 5Y | +22.2% | -18.2% | +40.3% | +28.3% |
| 10Y | +364.7% | +40.0% | +324.7% | +264.0% |
| All | +973.2% | +226.7% | +746.5% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling