+938.6%
IGV vs MCK
+2,836.6%
-1,898.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -5.4% | -4.4% | -1.0% | -4.1% |
| 30D | -2.6% | -2.2% | -0.4% | -2.1% |
| 3M | +10.5% | +11.6% | -1.0% | +6.2% |
| 6M | +18.2% | -4.9% | +23.1% | +18.9% |
| YTD | -4.2% | +7.7% | -11.9% | -8.3% |
| 1Y | -9.8% | +25.2% | -35.0% | -18.2% |
| 3Y | +39.1% | +112.1% | -73.0% | +3.0% |
| 5Y | +21.2% | +345.8% | -324.6% | -32.1% |
| 10Y | +361.5% | +439.7% | -78.2% | +123.4% |
| All | +938.6% | +2,836.6% | -1,898.0% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling