-7.8%
IGV vs RCL
-24.5%
+16.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -3.0% | -15.7% | +12.6% | -1.5% |
| 3M | +9.6% | -8.0% | +17.5% | +10.2% |
| 6M | +16.1% | -10.1% | +26.3% | +16.6% |
| YTD | -3.6% | -5.9% | +2.3% | -3.3% |
| 1Y | -7.8% | -23.5% | +15.6% | -4.1% |
| All | -7.8% | -24.5% | +16.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling