+973.2%
IGV vs RCL
+1,710.7%
-737.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.5% | -5.1% | +0.6% | -3.3% |
| 30D | +3.2% | -19.0% | +22.2% | +8.7% |
| 3M | +4.5% | -9.6% | +14.1% | +6.6% |
| 6M | +22.1% | -6.7% | +28.8% | +22.7% |
| YTD | -1.0% | -3.9% | +2.9% | -2.3% |
| 1Y | -2.1% | -25.1% | +23.0% | +2.3% |
| 3Y | +44.6% | +179.1% | -134.5% | +6.1% |
| 5Y | +22.2% | +243.3% | -221.2% | -19.3% |
| 10Y | +364.7% | +325.8% | +39.0% | +135.7% |
| All | +973.2% | +1,710.7% | -737.5% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling