+364.4%
IGV vs ROP
+132.1%
+232.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | 0.0% |
| 7D | -1.5% | -6.1% | +4.6% | +2.5% |
| 30D | -3.0% | -3.4% | +0.3% | -0.8% |
| 3M | +9.6% | +16.7% | -7.1% | -1.6% |
| 6M | +16.1% | +8.1% | +8.1% | +9.5% |
| YTD | -3.6% | -11.7% | +8.0% | +3.0% |
| 1Y | -7.8% | -24.2% | +16.4% | +8.5% |
| 3Y | +40.0% | -19.0% | +58.9% | +57.1% |
| 5Y | +21.2% | -15.9% | +37.1% | +32.0% |
| 10Y | +364.4% | +135.7% | +228.7% | +183.2% |
| All | +364.4% | +132.1% | +232.3% | +183.2% |
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