+953.6%
IGV vs MKC
+676.7%
+276.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -3.3% | -4.3% | +1.0% | -1.7% |
| 30D | 0.0% | -2.0% | +2.0% | +0.6% |
| 3M | +7.3% | +10.0% | -2.6% | +3.1% |
| 6M | +16.7% | -18.5% | +35.2% | +24.7% |
| YTD | -2.8% | -22.4% | +19.6% | +4.9% |
| 1Y | -6.7% | -23.6% | +17.0% | +0.8% |
| 3Y | +41.1% | -30.4% | +71.6% | +54.3% |
| 5Y | +22.0% | -34.2% | +56.2% | +33.2% |
| 10Y | +357.9% | +26.8% | +331.1% | +248.6% |
| All | +953.6% | +676.7% | +276.8% | +252.7% |
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