-7.5%
IGV vs ROP
+10.4%
-17.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | -0.6% |
| 7D | -7.5% | +11.7% | -19.2% | -11.5% |
| 30D | -5.6% | +35.5% | -41.1% | -17.3% |
| 3M | +1.5% | +25.6% | -24.1% | -7.6% |
| 6M | +17.1% | +39.3% | -22.1% | +0.5% |
| YTD | -2.0% | +11.6% | -13.6% | -9.7% |
| 1Y | -7.5% | +10.6% | -18.1% | -14.4% |
| All | -7.5% | +10.4% | -17.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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