+353.7%
IGV vs RCL
+374.5%
-20.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.3% | +8.5% | -10.8% | -3.9% |
| 30D | -11.0% | +20.4% | -31.4% | -14.3% |
| 3M | -4.5% | +11.0% | -15.5% | -6.8% |
| 6M | +10.1% | +24.9% | -14.8% | +4.4% |
| YTD | -5.1% | +23.9% | -28.9% | -10.9% |
| 1Y | -10.2% | +30.8% | -41.0% | -16.9% |
| 3Y | +37.7% | +270.4% | -232.7% | +2.1% |
| 5Y | +15.7% | +296.1% | -280.4% | -19.3% |
| All | +353.7% | +374.5% | -20.8% | +198.7% |
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