+362.3%
IGV vs MOD
+915.9%
-553.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.4% |
| 7D | -1.3% | +8.2% | -9.5% | -2.4% |
| 30D | -8.1% | -38.2% | +30.0% | -2.6% |
| 3M | -1.6% | -46.2% | +44.6% | +5.8% |
| 6M | +12.7% | -62.5% | +75.3% | +25.9% |
| YTD | -3.3% | -20.1% | +16.8% | -5.0% |
| 1Y | -7.9% | -29.7% | +21.8% | -8.3% |
| 3Y | +40.3% | +136.2% | -95.9% | +12.0% |
| 5Y | +17.3% | +820.4% | -803.0% | -24.8% |
| 10Y | +362.3% | +839.8% | -477.6% | +178.8% |
| All | +362.3% | +915.9% | -553.6% | +178.8% |
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