+364.4%
IGV vs RCL
+341.7%
+22.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -1.5% | -2.2% | +0.7% | -1.1% |
| 30D | -3.0% | -15.7% | +12.6% | +0.3% |
| 3M | +9.6% | -8.0% | +17.5% | +11.0% |
| 6M | +16.1% | -10.1% | +26.3% | +17.6% |
| YTD | -3.6% | -5.9% | +2.3% | -4.2% |
| 1Y | -7.8% | -23.5% | +15.6% | -4.8% |
| 3Y | +40.0% | +174.4% | -134.4% | +10.6% |
| 5Y | +21.2% | +227.1% | -205.9% | -11.5% |
| 10Y | +364.4% | +342.5% | +21.9% | +220.2% |
| All | +364.4% | +341.7% | +22.7% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling