+973.2%
IGV vs ROL
+4,294.6%
-3,321.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.5% | -1.4% | -3.1% | -3.9% |
| 30D | +3.2% | -4.1% | +7.3% | +5.0% |
| 3M | +4.5% | -22.5% | +27.0% | +16.1% |
| 6M | +22.1% | -37.7% | +59.8% | +48.4% |
| YTD | -1.0% | -39.6% | +38.5% | +21.3% |
| 1Y | -2.1% | -36.0% | +33.9% | +16.1% |
| 3Y | +44.6% | -5.1% | +49.7% | +40.1% |
| 5Y | +22.2% | -3.4% | +25.5% | +14.9% |
| 10Y | +364.7% | +215.2% | +149.5% | +145.6% |
| All | +973.2% | +4,294.6% | -3,321.4% | +13.9% |
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