+953.6%
IGV vs ROST
+9,871.6%
-8,918.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | 0.0% | -10.0% | +10.0% | +3.8% |
| 3M | +7.3% | +1.2% | +6.1% | +6.3% |
| 6M | +16.7% | +8.9% | +7.8% | +11.7% |
| YTD | -2.8% | +28.1% | -30.9% | -12.8% |
| 1Y | -6.7% | +53.0% | -59.6% | -22.0% |
| 3Y | +41.1% | +97.9% | -56.7% | +5.4% |
| 5Y | +22.0% | +112.0% | -90.0% | -13.7% |
| 10Y | +357.9% | +303.0% | +55.0% | +130.7% |
| All | +953.6% | +9,871.6% | -8,918.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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