+357.7%
IGV vs ROK
+357.9%
-0.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.4% |
| 7D | -2.9% | -1.2% | -1.7% | -2.4% |
| 30D | -1.5% | -4.8% | +3.3% | +0.4% |
| 3M | +11.7% | -6.1% | +17.8% | +13.6% |
| 6M | +18.4% | +15.5% | +2.9% | +9.2% |
| YTD | -3.9% | +11.2% | -15.1% | -10.3% |
| 1Y | -9.7% | +23.8% | -33.5% | -19.7% |
| 3Y | +38.4% | +53.1% | -14.7% | +8.0% |
| 5Y | +21.6% | +48.3% | -26.7% | -6.3% |
| All | +357.7% | +357.9% | -0.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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