+357.1%
IGV vs MOD
+920.5%
-563.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | -2.3% | -17.8% | +15.6% | -0.2% |
| 30D | -11.0% | -43.2% | +32.3% | -4.5% |
| 3M | -4.5% | -46.0% | +41.6% | +2.7% |
| 6M | +10.1% | -62.2% | +72.3% | +22.7% |
| YTD | -5.1% | -22.8% | +17.7% | -6.4% |
| 1Y | -10.2% | -35.5% | +25.2% | -9.5% |
| 3Y | +37.7% | +128.2% | -90.5% | +10.5% |
| 5Y | +15.7% | +791.6% | -775.9% | -25.5% |
| 10Y | +357.1% | +886.3% | -529.2% | +177.9% |
| All | +357.1% | +920.5% | -563.4% | +177.9% |
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