+14.5%
IGV vs MOD
+815.4%
-800.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +2.5% | +16.1% | -13.6% | +0.1% |
| 30D | -8.6% | -38.5% | +29.9% | -2.3% |
| 3M | -1.6% | -46.8% | +45.2% | +7.0% |
| 6M | +13.4% | -61.6% | +75.0% | +28.0% |
| YTD | -4.0% | -20.5% | +16.5% | -7.2% |
| 1Y | -7.6% | -28.0% | +20.4% | -9.6% |
| 3Y | +39.3% | +134.9% | -95.7% | -0.2% |
| 5Y | +14.5% | +833.2% | -818.7% | -44.6% |
| All | +14.5% | +815.4% | -800.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling