+50.0%
IGV vs ROIV
+295.0%
-245.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -4.0% |
| 7D | -3.3% | +20.2% | -23.5% | -5.6% |
| 30D | 0.0% | +14.1% | -14.2% | -1.8% |
| 3M | +7.3% | +45.6% | -38.2% | +2.3% |
| 6M | +16.7% | +44.1% | -27.4% | +11.1% |
| YTD | -2.8% | +91.2% | -94.0% | -10.9% |
| 1Y | -6.7% | +221.3% | -228.0% | -19.7% |
| 3Y | +41.1% | +229.2% | -188.1% | +19.3% |
| 5Y | +22.0% | +316.5% | -294.5% | -6.0% |
| All | +50.0% | +295.0% | -245.0% | +18.9% |
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