+38.9%
IGV vs ROK
+50.3%
-11.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -3.0% | -1.8% | -1.2% | -2.6% |
| 3M | +9.6% | -7.2% | +16.8% | +11.2% |
| 6M | +16.1% | +14.2% | +2.0% | +9.0% |
| YTD | -3.6% | +10.6% | -14.2% | -8.8% |
| 1Y | -7.8% | +25.9% | -33.7% | -16.9% |
| All | +38.9% | +50.3% | -11.4% | +11.4% |
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