+916.1%
IGV vs MOD
+291.2%
+624.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -3.0% |
| 7D | -8.3% | -34.2% | +25.9% | -1.4% |
| 30D | -10.9% | -51.9% | +40.9% | +1.4% |
| 3M | -2.3% | -53.0% | +50.8% | +11.1% |
| 6M | +12.2% | -66.4% | +78.5% | +33.5% |
| YTD | -6.3% | -31.5% | +25.2% | -5.4% |
| 1Y | -11.4% | -39.6% | +28.2% | -8.9% |
| 3Y | +41.5% | +116.8% | -75.3% | +5.5% |
| 5Y | +12.8% | +713.8% | -701.0% | -38.8% |
| 10Y | +354.7% | +882.7% | -528.0% | +97.4% |
| All | +916.1% | +291.2% | +624.9% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling