+953.6%
IGV vs MCHP
+1,180.5%
-227.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.4% |
| 7D | -3.3% | +2.8% | -6.1% | -4.5% |
| 30D | 0.0% | -12.8% | +12.8% | +5.7% |
| 3M | +7.3% | -19.2% | +26.6% | +14.8% |
| 6M | +16.7% | +14.5% | +2.2% | +5.1% |
| YTD | -2.8% | +17.1% | -20.0% | -14.5% |
| 1Y | -6.7% | +15.3% | -22.0% | -18.3% |
| 3Y | +41.1% | +0.5% | +40.7% | +20.1% |
| 5Y | +22.0% | +6.1% | +15.9% | -2.0% |
| 10Y | +357.9% | +192.2% | +165.7% | +102.8% |
| All | +953.6% | +1,180.5% | -227.0% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling