+22.0%
IGV vs MMM
+28.6%
-6.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -3.3% | -1.6% | -1.7% | -2.8% |
| 30D | 0.0% | -8.0% | +8.0% | +2.5% |
| 3M | +7.3% | +9.4% | -2.0% | +4.2% |
| 6M | +16.7% | +10.2% | +6.5% | +12.6% |
| YTD | -2.8% | +6.1% | -9.0% | -5.5% |
| 1Y | -6.7% | +10.8% | -17.5% | -10.8% |
| 3Y | +41.1% | +104.8% | -63.7% | +7.5% |
| 5Y | +22.0% | +27.0% | -5.0% | +9.7% |
| All | +22.0% | +28.6% | -6.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling