+914.8%
IGV vs MCD
+1,811.2%
-896.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.2% | +7.1% | -12.3% | -8.4% |
| 30D | -10.0% | +19.8% | -29.7% | -17.6% |
| 3M | -0.5% | +0.8% | -1.3% | -1.5% |
| 6M | +12.6% | -1.3% | +13.9% | +12.2% |
| YTD | -6.4% | -7.8% | +1.3% | -4.2% |
| 1Y | -9.5% | -5.0% | -4.6% | -8.9% |
| 3Y | +41.7% | +10.5% | +31.1% | +29.7% |
| 5Y | +12.7% | +22.0% | -9.3% | -2.2% |
| 10Y | +354.1% | +216.7% | +137.4% | +139.0% |
| All | +914.8% | +1,811.2% | -896.4% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling