+356.3%
IGV vs MTB
+172.9%
+183.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | -0.4% | -4.9% | -5.3% |
| 30D | -2.6% | -4.6% | +2.0% | -1.5% |
| 3M | +10.5% | +7.4% | +3.1% | +8.5% |
| 6M | +18.2% | +18.7% | -0.5% | +12.9% |
| YTD | -4.2% | +21.1% | -25.3% | -9.2% |
| 1Y | -9.8% | +24.1% | -33.9% | -15.1% |
| 3Y | +39.1% | +115.3% | -76.2% | +13.6% |
| 5Y | +21.2% | +106.0% | -84.8% | -0.8% |
| All | +356.3% | +172.9% | +183.4% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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