+363.6%
IGV vs MCD
+200.8%
+162.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +2.3% | -1.6% | +4.0% | +3.0% |
| 30D | -6.0% | +14.1% | -20.1% | -11.4% |
| 3M | -4.8% | +0.6% | -5.4% | -5.5% |
| 6M | +14.2% | 0.0% | +14.2% | +13.3% |
| YTD | -4.2% | -9.3% | +5.0% | -1.3% |
| 1Y | -5.3% | -9.3% | +4.0% | -2.5% |
| 3Y | +38.8% | +8.6% | +30.2% | +27.5% |
| 5Y | +14.2% | +21.9% | -7.7% | -1.8% |
| All | +363.6% | +200.8% | +162.8% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling