+357.7%
IGV vs MRK
+230.6%
+127.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -2.9% | -4.3% | +1.3% | -2.0% |
| 30D | -1.5% | +8.3% | -9.8% | -3.5% |
| 3M | +11.7% | +20.0% | -8.4% | +6.6% |
| 6M | +18.4% | +25.7% | -7.2% | +11.3% |
| YTD | -3.9% | +38.7% | -42.7% | -12.5% |
| 1Y | -9.7% | +74.7% | -84.3% | -23.3% |
| 3Y | +38.4% | +45.4% | -6.9% | +21.1% |
| 5Y | +21.6% | +129.0% | -107.4% | -15.1% |
| All | +357.7% | +230.6% | +127.1% | +188.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling