+15.7%
IGV vs ROP
+0.5%
+15.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -11.0% | +30.3% | -41.3% | -26.1% |
| 3M | -4.5% | +17.8% | -22.2% | -15.0% |
| 6M | +10.1% | +38.9% | -28.8% | -13.8% |
| YTD | -5.1% | +7.6% | -12.7% | -10.7% |
| 1Y | -10.2% | +6.5% | -16.7% | -15.0% |
| 3Y | +37.7% | -6.3% | +44.0% | +41.3% |
| 5Y | +15.7% | +0.9% | +14.8% | +5.9% |
| All | +15.7% | +0.5% | +15.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling