-7.5%
IGV vs MTZ
-14.7%
+7.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.4% | +16.3% | +0.6% |
| 7D | -7.5% | -7.4% | -0.1% | -7.6% |
| 30D | -5.6% | -23.6% | +18.0% | -5.8% |
| 3M | +1.5% | -38.3% | +39.8% | +1.0% |
| 6M | +17.1% | -60.6% | +77.7% | +16.4% |
| YTD | -2.0% | -22.9% | +20.9% | -13.6% |
| 1Y | -7.5% | -14.3% | +6.8% | -22.5% |
| All | -7.5% | -14.7% | +7.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling