+362.3%
IGV vs ROP
+183.0%
+179.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -1.3% | -2.9% | +1.7% | +0.5% |
| 30D | -8.1% | +30.1% | -38.2% | -22.9% |
| 3M | -1.6% | +19.9% | -21.5% | -13.1% |
| 6M | +12.7% | +46.0% | -33.3% | -13.1% |
| YTD | -3.3% | +8.4% | -11.6% | -10.0% |
| 1Y | -7.9% | +8.8% | -16.7% | -14.7% |
| 3Y | +40.3% | -5.6% | +46.0% | +41.8% |
| 5Y | +17.3% | +3.0% | +14.3% | +11.3% |
| 10Y | +362.3% | +184.0% | +178.3% | +148.8% |
| All | +362.3% | +183.0% | +179.2% | +148.8% |
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