-7.5%
IGV vs MCD
-3.6%
-3.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.7% | +1.7% |
| 7D | -7.5% | +11.9% | -19.3% | -6.0% |
| 30D | -5.6% | +20.2% | -25.9% | -3.4% |
| 3M | +1.5% | +5.2% | -3.6% | +2.3% |
| 6M | +17.1% | 0.0% | +17.1% | +16.9% |
| YTD | -2.0% | -6.5% | +4.5% | -4.8% |
| 1Y | -7.5% | -3.9% | -3.6% | -10.9% |
| All | -7.5% | -3.6% | -3.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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