+363.6%
IGV vs MTB
+115.1%
+248.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | -6.0% | +2.3% | -8.3% | -6.5% |
| 3M | -4.8% | -12.1% | +7.3% | -1.8% |
| 6M | +14.2% | +9.8% | +4.4% | +11.3% |
| YTD | -4.2% | +12.0% | -16.2% | -7.5% |
| 1Y | -5.3% | +22.0% | -27.3% | -10.5% |
| 3Y | +38.8% | +107.6% | -68.8% | +14.5% |
| 5Y | +14.2% | +61.9% | -47.6% | -1.3% |
| All | +363.6% | +115.1% | +248.5% | +288.9% |
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