+22.0%
IGV vs ROP
-14.2%
+36.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | +0.2% |
| 7D | -3.3% | -5.4% | +2.1% | +0.5% |
| 30D | 0.0% | -1.6% | +1.6% | +1.2% |
| 3M | +7.3% | +18.8% | -11.5% | -6.0% |
| 6M | +16.7% | +8.2% | +8.5% | +9.4% |
| YTD | -2.8% | -10.5% | +7.6% | +4.3% |
| 1Y | -6.7% | -23.7% | +17.1% | +13.1% |
| 3Y | +41.1% | -17.9% | +59.0% | +57.9% |
| 5Y | +22.0% | -15.3% | +37.3% | +27.4% |
| All | +22.0% | -14.2% | +36.2% | +27.4% |
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