+48.3%
IGV vs ROIV
+287.3%
-239.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +2.1% |
| 7D | -0.4% | +13.3% | -13.8% | -1.9% |
| 30D | -9.9% | +14.8% | -24.7% | -11.4% |
| 3M | -1.2% | +11.9% | -13.1% | -2.9% |
| 6M | +11.3% | +42.4% | -31.1% | +6.0% |
| YTD | -4.0% | +87.4% | -91.4% | -11.8% |
| 1Y | -7.3% | +97.2% | -104.5% | -15.5% |
| 3Y | +42.8% | +375.7% | -332.9% | +17.0% |
| 5Y | +13.7% | +379.0% | -365.4% | -16.1% |
| All | +48.3% | +287.3% | -239.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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