+938.5%
IGV vs MKC
+610.3%
+328.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.7% |
| 7D | +2.3% | -3.0% | +5.3% | +3.4% |
| 30D | -6.0% | +4.8% | -10.8% | -8.0% |
| 3M | -4.8% | -12.8% | +8.0% | -0.6% |
| 6M | +14.2% | +5.0% | +9.2% | +10.8% |
| YTD | -4.2% | -29.1% | +24.8% | +6.2% |
| 1Y | -5.3% | -26.4% | +21.1% | +3.2% |
| 3Y | +38.8% | -21.6% | +60.4% | +42.4% |
| 5Y | +14.2% | -35.2% | +49.5% | +23.8% |
| 10Y | +357.6% | +25.6% | +331.9% | +243.8% |
| All | +938.5% | +610.3% | +328.2% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling