+363.6%
IGV vs MOD
+1,079.7%
-716.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.1% | -3.9% |
| 7D | +2.3% | +40.4% | -38.1% | -2.7% |
| 30D | -6.0% | -14.0% | +8.0% | -5.1% |
| 3M | -4.8% | -33.3% | +28.6% | -0.9% |
| 6M | +14.2% | -51.4% | +65.6% | +22.6% |
| YTD | -4.2% | +1.6% | -5.9% | -9.4% |
| 1Y | -5.3% | +5.4% | -10.7% | -11.3% |
| 3Y | +38.8% | +191.0% | -152.2% | +7.2% |
| 5Y | +14.2% | +1,093.1% | -1,078.9% | -29.6% |
| All | +363.6% | +1,079.7% | -716.1% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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