+364.4%
IGV vs MMM
+51.9%
+312.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.5% | -2.6% | +1.0% | -0.6% |
| 30D | -3.0% | -9.3% | +6.3% | +0.3% |
| 3M | +9.6% | +5.6% | +4.0% | +7.1% |
| 6M | +16.1% | +9.5% | +6.7% | +11.5% |
| YTD | -3.6% | +4.1% | -7.8% | -6.2% |
| 1Y | -7.8% | +9.4% | -17.2% | -12.3% |
| 3Y | +40.0% | +101.0% | -61.0% | +2.5% |
| 5Y | +21.2% | +26.1% | -4.9% | +6.9% |
| 10Y | +364.4% | +54.7% | +309.7% | +258.7% |
| All | +364.4% | +51.9% | +312.5% | +258.7% |
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