+38.8%
IGV vs ROK
+63.3%
-24.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +2.3% | +7.1% | -4.7% | +0.3% |
| 30D | -6.0% | -5.0% | -1.1% | -4.9% |
| 3M | -4.8% | -9.4% | +4.6% | -2.4% |
| 6M | +14.2% | -11.0% | +25.2% | +16.8% |
| YTD | -4.2% | +4.4% | -8.7% | -8.1% |
| 1Y | -5.3% | +7.4% | -12.7% | -10.1% |
| 3Y | +38.8% | +61.0% | -22.2% | +11.5% |
| All | +38.8% | +63.3% | -24.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling