+938.6%
IGV vs MCO
+3,591.6%
-2,653.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -5.4% | -7.3% | +1.9% | -2.2% |
| 30D | -2.6% | -1.7% | -0.9% | -1.9% |
| 3M | +10.5% | +3.9% | +6.6% | +8.5% |
| 6M | +18.2% | +3.8% | +14.4% | +16.1% |
| YTD | -4.2% | -7.9% | +3.7% | -1.3% |
| 1Y | -9.8% | -6.8% | -3.0% | -7.8% |
| 3Y | +39.1% | +40.9% | -1.8% | +18.4% |
| 5Y | +21.2% | +27.5% | -6.3% | +7.7% |
| 10Y | +361.5% | +381.4% | -19.9% | +145.1% |
| All | +938.6% | +3,591.6% | -2,653.0% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling