+357.1%
IGV vs ROL
+211.1%
+146.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.3% | +3.4% | -5.7% | -3.5% |
| 30D | -11.0% | +20.8% | -31.7% | -17.5% |
| 3M | -4.5% | +3.7% | -8.2% | -6.3% |
| 6M | +10.1% | -27.7% | +37.8% | +23.9% |
| YTD | -5.1% | -34.9% | +29.9% | +10.8% |
| 1Y | -10.2% | -33.3% | +23.1% | +3.5% |
| 3Y | +37.7% | +4.3% | +33.4% | +26.2% |
| 5Y | +15.7% | +15.0% | +0.7% | -1.9% |
| 10Y | +357.1% | +214.7% | +142.4% | +137.9% |
| All | +357.1% | +211.1% | +146.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling