+354.8%
IGV vs MOD
+1,005.7%
-650.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.9% | -7.3% | +1.3% |
| 7D | -0.4% | -13.9% | +13.5% | +1.1% |
| 30D | -9.9% | -41.5% | +31.6% | -3.9% |
| 3M | -1.2% | -45.7% | +44.5% | +6.1% |
| 6M | +11.3% | -61.1% | +72.4% | +23.6% |
| YTD | -4.0% | -20.5% | +16.5% | -5.7% |
| 1Y | -7.3% | -32.1% | +24.8% | -7.2% |
| 3Y | +42.8% | +146.5% | -103.7% | +13.4% |
| 5Y | +13.7% | +812.7% | -799.1% | -26.9% |
| 10Y | +354.8% | +966.8% | -612.0% | +179.1% |
| All | +354.8% | +1,005.7% | -650.9% | +179.1% |
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