+23.5%
IGV vs ROIV
+250.7%
-227.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | +3.2% | +1.0% | +2.3% | +3.1% |
| 3M | +4.5% | +18.3% | -13.8% | +2.3% |
| 6M | +22.1% | +18.3% | +3.8% | +19.2% |
| YTD | -1.0% | +61.0% | -62.0% | -7.1% |
| 1Y | -2.1% | +177.9% | -180.0% | -14.0% |
| 3Y | +44.6% | +199.1% | -154.5% | +24.2% |
| All | +23.5% | +250.7% | -227.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling