-9.6%
IGV vs RCL
+31.1%
-40.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.3% | +8.5% | -10.8% | -2.8% |
| 30D | -11.0% | +20.4% | -31.4% | -12.2% |
| 3M | -4.5% | +11.0% | -15.5% | -5.2% |
| 6M | +10.1% | +24.9% | -14.8% | +8.3% |
| YTD | -5.1% | +23.9% | -28.9% | -6.0% |
| All | -9.6% | +31.1% | -40.7% | -10.6% |
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