+356.3%
IGV vs MKC
+29.3%
+327.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.4% | -2.8% | -2.6% | -4.7% |
| 30D | -2.6% | -3.4% | +0.8% | -1.9% |
| 3M | +10.5% | +3.8% | +6.8% | +9.3% |
| 6M | +18.2% | -17.9% | +36.1% | +23.6% |
| YTD | -4.2% | -23.6% | +19.4% | +1.6% |
| 1Y | -9.8% | -23.1% | +13.3% | -4.9% |
| 3Y | +39.1% | -31.5% | +70.6% | +49.6% |
| 5Y | +21.2% | -33.1% | +54.3% | +28.5% |
| All | +356.3% | +29.3% | +327.0% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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