+38.0%
IGV vs ROKU
+82.2%
-44.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -5.4% | -2.6% | -2.7% | -4.8% |
| 30D | -2.6% | +2.1% | -4.7% | -3.1% |
| 3M | +10.5% | +31.8% | -21.3% | +3.5% |
| 6M | +18.2% | +53.3% | -35.1% | +6.7% |
| YTD | -4.2% | +42.1% | -46.3% | -12.4% |
| 1Y | -9.8% | +62.3% | -72.2% | -20.0% |
| All | +38.0% | +82.2% | -44.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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