-9.2%
IGV vs MOD
-33.9%
+24.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.9% | -7.3% | +2.5% |
| 7D | -0.4% | -13.9% | +13.5% | -0.4% |
| 30D | -9.9% | -41.5% | +31.6% | -9.9% |
| 3M | -1.2% | -45.7% | +44.5% | -1.2% |
| 6M | +11.3% | -61.1% | +72.4% | +10.9% |
| YTD | -4.0% | -20.5% | +16.5% | -4.0% |
| All | -9.2% | -33.9% | +24.7% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling