+973.2%
IGV vs MTB
+509.8%
+463.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.5% | +1.7% | -6.2% | -5.0% |
| 30D | +3.2% | -4.2% | +7.4% | +4.6% |
| 3M | +4.5% | +8.9% | -4.3% | +1.4% |
| 6M | +22.1% | +10.9% | +11.2% | +17.4% |
| YTD | -1.0% | +21.5% | -22.5% | -7.9% |
| 1Y | -2.1% | +21.9% | -24.0% | -9.2% |
| 3Y | +44.6% | +109.2% | -64.7% | +10.2% |
| 5Y | +22.2% | +102.0% | -79.8% | -8.5% |
| 10Y | +364.7% | +171.9% | +192.8% | +181.4% |
| All | +973.2% | +509.8% | +463.3% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling