+914.8%
IGV vs MOD
+313.6%
+601.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.2% |
| 7D | -5.2% | -25.5% | +20.4% | -0.4% |
| 30D | -10.0% | -49.0% | +39.0% | +1.3% |
| 3M | -0.5% | -49.8% | +49.3% | +11.6% |
| 6M | +12.6% | -64.8% | +77.4% | +32.8% |
| YTD | -6.4% | -27.6% | +21.2% | -6.5% |
| 1Y | -9.5% | -35.2% | +25.7% | -8.3% |
| 3Y | +41.7% | +137.1% | -95.4% | +3.7% |
| 5Y | +12.7% | +760.3% | -747.6% | -39.5% |
| 10Y | +354.1% | +938.8% | -584.7% | +95.0% |
| All | +914.8% | +313.6% | +601.2% | +285.2% |
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