+949.2%
IGV vs ROL
+4,638.9%
-3,689.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.3% | +0.8% | -2.0% | -1.6% |
| 30D | -8.1% | +20.6% | -28.7% | -15.6% |
| 3M | -1.6% | +4.5% | -6.1% | -4.2% |
| 6M | +12.7% | -26.5% | +39.3% | +26.9% |
| YTD | -3.3% | -34.8% | +31.6% | +13.9% |
| 1Y | -7.9% | -33.2% | +25.3% | +7.1% |
| 3Y | +40.3% | +4.5% | +35.9% | +30.2% |
| 5Y | +17.3% | +15.5% | +1.8% | +1.6% |
| 10Y | +362.3% | +217.2% | +145.0% | +142.8% |
| All | +949.2% | +4,638.9% | -3,689.7% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling