+21.2%
IGV vs MRK
+128.6%
-107.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -5.4% | -5.0% | -0.4% | -5.4% |
| 30D | -2.6% | +11.0% | -13.6% | -2.7% |
| 3M | +10.5% | +22.4% | -11.9% | +10.3% |
| 6M | +18.2% | +25.4% | -7.2% | +17.8% |
| YTD | -4.2% | +39.5% | -43.7% | -5.3% |
| 1Y | -9.8% | +78.0% | -87.8% | -12.4% |
| 3Y | +39.1% | +45.5% | -6.4% | +35.4% |
| 5Y | +21.2% | +130.3% | -109.1% | +12.0% |
| All | +21.2% | +128.6% | -107.4% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling