+929.7%
IGV vs ROP
+2,888.8%
-1,959.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -11.0% | +30.3% | -41.3% | -23.9% |
| 3M | -4.5% | +17.8% | -22.2% | -13.6% |
| 6M | +10.1% | +38.9% | -28.8% | -9.9% |
| YTD | -5.1% | +7.6% | -12.7% | -10.8% |
| 1Y | -10.2% | +6.5% | -16.7% | -15.2% |
| 3Y | +37.7% | -6.3% | +44.0% | +39.1% |
| 5Y | +15.7% | +0.9% | +14.8% | +12.4% |
| 10Y | +357.1% | +180.7% | +176.4% | +149.8% |
| All | +929.7% | +2,888.8% | -1,959.2% | +46.0% |
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