+941.2%
IGV vs MDT
+253.2%
+687.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.5% | -3.7% | +6.1% | +4.2% |
| 30D | -8.6% | +8.6% | -17.2% | -12.2% |
| 3M | -1.6% | +12.2% | -13.8% | -7.2% |
| 6M | +13.4% | +33.7% | -20.3% | -2.0% |
| YTD | -4.0% | +7.8% | -11.8% | -9.0% |
| 1Y | -7.6% | +8.9% | -16.5% | -13.0% |
| 3Y | +39.3% | +57.6% | -18.4% | +7.6% |
| 5Y | +14.5% | -0.7% | +15.2% | +9.4% |
| 10Y | +358.7% | +60.3% | +298.5% | +236.1% |
| All | +941.2% | +253.2% | +687.9% | +364.8% |
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