+22.0%
IGV vs ROL
-2.9%
+24.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.1% |
| 7D | -3.3% | -3.4% | +0.1% | -2.4% |
| 30D | 0.0% | -6.9% | +6.9% | +1.8% |
| 3M | +7.3% | -24.6% | +32.0% | +15.5% |
| 6M | +16.7% | -39.5% | +56.3% | +33.6% |
| YTD | -2.8% | -41.1% | +38.3% | +11.7% |
| 1Y | -6.7% | -37.9% | +31.3% | +5.0% |
| 3Y | +41.1% | +0.8% | +40.3% | +29.6% |
| 5Y | +22.0% | -4.7% | +26.7% | +5.2% |
| All | +22.0% | -2.9% | +24.9% | +5.2% |
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