+357.1%
IGV vs MMM
+84.0%
+273.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.3% | +7.0% | -9.2% | -4.6% |
| 30D | -11.0% | +18.4% | -29.3% | -16.2% |
| 3M | -4.5% | +4.5% | -8.9% | -6.3% |
| 6M | +10.1% | +33.4% | -23.3% | -1.5% |
| YTD | -5.1% | +20.0% | -25.0% | -12.3% |
| 1Y | -10.2% | +15.0% | -25.3% | -15.8% |
| 3Y | +37.7% | +165.0% | -127.3% | -9.6% |
| 5Y | +15.7% | +47.9% | -32.2% | -3.9% |
| 10Y | +357.1% | +79.6% | +277.5% | +237.7% |
| All | +357.1% | +84.0% | +273.1% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling