+973.2%
IGV vs ROP
+2,459.1%
-1,486.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -0.2% |
| 7D | -4.5% | -4.4% | -0.1% | -2.0% |
| 30D | +3.2% | +3.2% | 0.0% | +1.5% |
| 3M | +4.5% | +23.1% | -18.5% | -7.6% |
| 6M | +22.1% | +13.3% | +8.8% | +13.1% |
| YTD | -1.0% | -7.9% | +6.8% | +2.4% |
| 1Y | -2.1% | -22.1% | +19.9% | +10.8% |
| 3Y | +44.6% | -16.8% | +61.4% | +57.6% |
| 5Y | +22.2% | -13.5% | +35.7% | +30.7% |
| 10Y | +364.7% | +137.7% | +227.0% | +181.0% |
| All | +973.2% | +2,459.1% | -1,486.0% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling