+38.4%
IGV vs MCK
+112.3%
-73.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | -2.9% | 0.0% | -3.1% |
| 30D | -1.5% | +0.4% | -1.9% | -1.5% |
| 3M | +11.7% | +12.1% | -0.4% | +12.3% |
| 6M | +18.4% | -5.4% | +23.9% | +18.7% |
| YTD | -3.9% | +7.8% | -11.7% | -3.4% |
| 1Y | -9.7% | +22.9% | -32.6% | -9.7% |
| 3Y | +38.4% | +110.7% | -72.3% | +34.0% |
| All | +38.4% | +112.3% | -73.9% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling