+363.6%
IGV vs ROL
+221.5%
+142.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -1.2% |
| 7D | +2.3% | +3.0% | -0.6% | +1.2% |
| 30D | -6.0% | +19.8% | -25.8% | -12.6% |
| 3M | -4.8% | +7.9% | -12.7% | -8.1% |
| 6M | +14.2% | -25.6% | +39.9% | +27.1% |
| YTD | -4.2% | -34.1% | +29.9% | +11.2% |
| 1Y | -5.3% | -31.4% | +26.1% | +7.9% |
| 3Y | +38.8% | +4.7% | +34.1% | +27.0% |
| 5Y | +14.2% | +15.6% | -1.4% | -3.3% |
| All | +363.6% | +221.5% | +142.0% | +139.8% |
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