+256.7%
IGV vs ROKU
+883.2%
-626.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | 0.0% | +1.5% | -1.5% | -0.3% |
| 3M | +7.3% | +25.7% | -18.4% | +2.4% |
| 6M | +16.7% | +54.5% | -37.7% | +6.9% |
| YTD | -2.8% | +43.2% | -46.0% | -9.9% |
| 1Y | -6.7% | +56.3% | -63.0% | -15.1% |
| 3Y | +41.1% | +86.1% | -45.0% | +18.0% |
| 5Y | +22.0% | -53.6% | +75.6% | +16.9% |
| All | +256.7% | +883.2% | -626.5% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling