+48.2%
IGV vs ROIV
+280.9%
-232.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.2% |
| 7D | +2.5% | +9.2% | -6.7% | +1.4% |
| 30D | -8.6% | +19.9% | -28.5% | -10.6% |
| 3M | -1.6% | +10.6% | -12.2% | -3.1% |
| 6M | +13.4% | +36.1% | -22.6% | +8.6% |
| YTD | -4.0% | +84.3% | -88.3% | -11.7% |
| 1Y | -7.6% | +87.6% | -95.2% | -15.3% |
| 3Y | +39.3% | +353.9% | -314.6% | +14.7% |
| 5Y | +14.5% | +376.1% | -361.6% | -15.3% |
| All | +48.2% | +280.9% | -232.6% | +17.9% |
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