-7.9%
IGV vs ROP
+7.5%
-15.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -1.3% | -2.9% | +1.7% | -0.2% |
| 30D | -8.1% | +30.1% | -38.2% | -18.2% |
| 3M | -1.6% | +19.9% | -21.5% | -8.8% |
| 6M | +12.7% | +46.0% | -33.3% | -5.6% |
| YTD | -3.3% | +8.4% | -11.6% | -10.3% |
| 1Y | -7.9% | +8.8% | -16.7% | -14.8% |
| All | -7.9% | +7.5% | -15.4% | -14.8% |
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 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