-7.5%
IGV vs MRK
+87.2%
-94.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | +1.7% |
| 7D | -7.5% | +6.7% | -14.2% | -6.1% |
| 30D | -5.6% | +7.8% | -13.4% | -4.0% |
| 3M | +1.5% | +18.2% | -16.6% | +5.9% |
| 6M | +17.1% | +34.7% | -17.6% | +27.4% |
| YTD | -2.0% | +45.8% | -47.8% | +6.5% |
| 1Y | -7.5% | +84.6% | -92.1% | +0.6% |
| All | -7.5% | +87.2% | -94.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling