-2.1%
IGV vs MXL
+316.6%
-318.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.8% | -2.4% |
| 7D | -4.5% | +1.6% | -6.1% | -4.6% |
| 30D | +3.2% | -7.0% | +10.2% | +3.3% |
| 3M | +4.5% | -33.4% | +37.9% | +4.9% |
| 6M | +22.1% | +260.2% | -238.0% | +3.3% |
| YTD | -1.0% | +260.0% | -261.0% | -17.0% |
| 1Y | -2.1% | +303.5% | -305.6% | -20.4% |
| All | -2.1% | +316.6% | -318.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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