+363.6%
IGV vs ROP
+185.2%
+178.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.3% | +0.7% | +1.6% | +1.9% |
| 30D | -6.0% | +28.8% | -34.8% | -20.6% |
| 3M | -4.8% | +21.1% | -25.8% | -16.4% |
| 6M | +14.2% | +52.5% | -38.3% | -14.4% |
| YTD | -4.2% | +8.9% | -13.1% | -11.2% |
| 1Y | -5.3% | +8.2% | -13.5% | -11.9% |
| 3Y | +38.8% | -5.2% | +43.9% | +39.8% |
| 5Y | +14.2% | +1.7% | +12.5% | +9.2% |
| All | +363.6% | +185.2% | +178.4% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling