+973.2%
IGV vs MMM
+631.4%
+341.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -4.5% | -3.3% | -1.2% | -2.8% |
| 30D | +3.2% | -7.0% | +10.2% | +7.3% |
| 3M | +4.5% | +10.8% | -6.3% | -1.7% |
| 6M | +22.1% | +5.8% | +16.3% | +16.8% |
| YTD | -1.0% | +6.8% | -7.8% | -6.5% |
| 1Y | -2.1% | +10.4% | -12.5% | -9.7% |
| 3Y | +44.6% | +104.7% | -60.1% | -11.4% |
| 5Y | +22.2% | +23.6% | -1.4% | -0.5% |
| 10Y | +364.7% | +54.1% | +310.6% | +199.8% |
| All | +973.2% | +631.4% | +341.8% | +88.7% |
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 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