+363.6%
IGV vs RCL
+340.1%
+23.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | -6.0% | +17.8% | -23.8% | -9.2% |
| 3M | -4.8% | +4.9% | -9.7% | -6.1% |
| 6M | +14.2% | +23.7% | -9.5% | +8.6% |
| YTD | -4.2% | +17.8% | -22.1% | -9.3% |
| 1Y | -5.3% | +28.9% | -34.2% | -12.2% |
| 3Y | +38.8% | +241.9% | -203.1% | +4.5% |
| 5Y | +14.2% | +295.4% | -281.2% | -20.1% |
| All | +363.6% | +340.1% | +23.5% | +208.0% |
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