+929.7%
IGV vs MMM
+721.7%
+208.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.3% | +7.0% | -9.2% | -5.9% |
| 30D | -11.0% | +18.4% | -29.3% | -19.0% |
| 3M | -4.5% | +4.5% | -8.9% | -7.4% |
| 6M | +10.1% | +33.4% | -23.3% | -7.2% |
| YTD | -5.1% | +20.0% | -25.0% | -16.3% |
| 1Y | -10.2% | +15.0% | -25.3% | -19.1% |
| 3Y | +37.7% | +165.0% | -127.3% | -27.4% |
| 5Y | +15.7% | +47.9% | -32.2% | -15.4% |
| 10Y | +357.1% | +79.6% | +277.5% | +168.3% |
| All | +929.7% | +721.7% | +208.0% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling