-10.2%
IGV vs ROL
-32.6%
+22.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.3% | +3.4% | -5.7% | -2.2% |
| 30D | -11.0% | +20.8% | -31.7% | -10.8% |
| 3M | -4.5% | +3.7% | -8.2% | -4.4% |
| 6M | +10.1% | -27.7% | +37.8% | +8.9% |
| YTD | -5.1% | -34.9% | +29.9% | -5.3% |
| 1Y | -10.2% | -33.3% | +23.1% | -10.5% |
| All | -10.2% | -32.6% | +22.4% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling