+13.7%
IGV vs ROL
+16.0%
-2.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | -0.4% | +7.5% | -8.0% | -2.3% |
| 30D | -9.9% | +21.1% | -31.1% | -14.4% |
| 3M | -1.2% | +3.1% | -4.3% | -2.2% |
| 6M | +11.3% | -27.4% | +38.8% | +21.3% |
| YTD | -4.0% | -34.7% | +30.7% | +7.5% |
| 1Y | -7.3% | -32.9% | +25.6% | +2.7% |
| 3Y | +42.8% | +6.1% | +36.6% | +29.5% |
| 5Y | +13.7% | +16.3% | -2.7% | -7.5% |
| All | +13.7% | +16.0% | -2.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling