+941.2%
IGV vs MTB
+458.8%
+482.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -8.6% | +0.8% | -9.4% | -8.8% |
| 3M | -1.6% | -12.8% | +11.2% | +2.8% |
| 6M | +13.4% | +6.7% | +6.7% | +10.6% |
| YTD | -4.0% | +11.3% | -15.3% | -8.1% |
| 1Y | -7.6% | +20.2% | -27.8% | -13.9% |
| 3Y | +39.3% | +103.8% | -64.5% | +7.3% |
| 5Y | +14.5% | +60.9% | -46.4% | -7.1% |
| 10Y | +358.7% | +115.0% | +243.7% | +203.0% |
| All | +941.2% | +458.8% | +482.3% | +244.1% |
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