+914.8%
IGV vs RCL
+2,147.1%
-1,232.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -5.2% | +6.5% | -11.7% | -6.8% |
| 30D | -10.0% | +15.9% | -25.9% | -13.4% |
| 3M | -0.5% | +2.7% | -3.2% | -1.7% |
| 6M | +12.6% | +15.2% | -2.6% | +7.5% |
| YTD | -6.4% | +19.2% | -25.7% | -12.9% |
| 1Y | -9.5% | +31.6% | -41.1% | -18.1% |
| 3Y | +41.7% | +274.2% | -232.5% | -3.6% |
| 5Y | +12.7% | +250.1% | -237.4% | -26.1% |
| 10Y | +354.1% | +388.4% | -34.3% | +123.0% |
| All | +914.8% | +2,147.1% | -1,232.3% | +128.2% |
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