+21.2%
IGV vs MTB
+103.4%
-82.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -3.0% | -4.6% | +1.6% | -1.7% |
| 3M | +9.6% | +6.3% | +3.3% | +7.5% |
| 6M | +16.1% | +15.6% | +0.5% | +10.7% |
| YTD | -3.6% | +20.6% | -24.2% | -9.5% |
| 1Y | -7.8% | +22.5% | -30.4% | -14.1% |
| 3Y | +40.0% | +114.4% | -74.4% | +9.6% |
| 5Y | +21.2% | +101.9% | -80.7% | +0.3% |
| All | +21.2% | +103.4% | -82.2% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling