+38.4%
IGV vs MRK
+44.4%
-6.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | -2.9% | -4.3% | +1.3% | -3.1% |
| 30D | -1.5% | +8.3% | -9.8% | -1.2% |
| 3M | +11.7% | +20.0% | -8.4% | +12.7% |
| 6M | +18.4% | +25.7% | -7.2% | +19.7% |
| YTD | -3.9% | +38.7% | -42.7% | -3.3% |
| 1Y | -9.7% | +74.7% | -84.3% | -9.9% |
| 3Y | +38.4% | +45.4% | -6.9% | +40.3% |
| All | +38.4% | +44.4% | -6.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling