+357.7%
IGV vs MCHP
+207.0%
+150.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.3% | -1.0% |
| 7D | -2.9% | 0.0% | -3.0% | -3.0% |
| 30D | -1.5% | -6.0% | +4.5% | +0.6% |
| 3M | +11.7% | -19.7% | +31.4% | +18.7% |
| 6M | +18.4% | +14.0% | +4.4% | +8.2% |
| YTD | -3.9% | +18.4% | -22.4% | -14.6% |
| 1Y | -9.7% | +17.1% | -26.8% | -20.1% |
| 3Y | +38.4% | +0.7% | +37.7% | +20.4% |
| 5Y | +21.6% | +5.1% | +16.5% | +0.5% |
| All | +357.7% | +207.0% | +150.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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