-9.7%
IGV vs MTZ
+26.3%
-35.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.2% |
| 7D | -2.9% | +1.4% | -4.3% | -2.9% |
| 30D | -1.5% | -14.5% | +13.0% | -1.2% |
| 3M | +11.7% | -32.9% | +44.6% | +11.7% |
| 6M | +18.4% | -20.8% | +39.3% | +13.4% |
| YTD | -3.9% | +10.6% | -14.5% | -15.1% |
| 1Y | -9.7% | +27.1% | -36.7% | -24.3% |
| All | -9.7% | +26.3% | -35.9% | -24.3% |
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