+357.7%
IGV vs MCO
+393.6%
-35.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.7% |
| 7D | -2.9% | -3.8% | +0.9% | -0.5% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +11.7% | +7.7% | +4.0% | +6.1% |
| 6M | +18.4% | +7.0% | +11.4% | +13.0% |
| YTD | -3.9% | -6.4% | +2.5% | -0.9% |
| 1Y | -9.7% | -7.6% | -2.0% | -6.6% |
| 3Y | +38.4% | +43.2% | -4.8% | +5.5% |
| 5Y | +21.6% | +29.6% | -8.0% | -2.4% |
| All | +357.7% | +393.6% | -35.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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