+973.2%
IGV vs ROK
+4,534.5%
-3,561.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | -4.5% | +0.7% | -5.2% | -4.8% |
| 30D | +3.2% | -3.3% | +6.5% | +4.6% |
| 3M | +4.5% | -5.9% | +10.4% | +6.3% |
| 6M | +22.1% | +13.9% | +8.3% | +13.0% |
| YTD | -1.0% | +12.6% | -13.6% | -8.4% |
| 1Y | -2.1% | +28.6% | -30.7% | -14.8% |
| 3Y | +44.6% | +45.1% | -0.5% | +14.8% |
| 5Y | +22.2% | +45.6% | -23.4% | -4.8% |
| 10Y | +364.7% | +345.0% | +19.7% | +103.5% |
| All | +973.2% | +4,534.5% | -3,561.3% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling