-7.5%
IGV vs MCK
+31.3%
-38.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | +1.8% |
| 7D | -7.5% | +11.3% | -18.8% | -6.1% |
| 30D | -5.6% | +16.8% | -22.4% | -3.6% |
| 3M | +1.5% | +28.9% | -27.4% | +5.4% |
| 6M | +17.1% | +32.7% | -15.5% | +22.5% |
| YTD | -2.0% | +30.8% | -32.8% | +3.5% |
| 1Y | -7.5% | +27.6% | -35.1% | -2.9% |
| All | -7.5% | +31.3% | -38.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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