+17.3%
IGV vs RDDT
+235.7%
-218.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | -2.9% | +2.1% | -5.1% | -3.2% |
| 30D | -1.5% | +2.8% | -4.3% | -2.3% |
| 3M | +11.7% | -8.9% | +20.6% | +11.8% |
| 6M | +18.4% | +15.1% | +3.4% | +14.1% |
| YTD | -3.9% | -31.4% | +27.4% | -1.4% |
| 1Y | -9.7% | -39.4% | +29.8% | -6.4% |
| All | +17.3% | +235.7% | -218.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 5y: compounded portfolio wealth divided by compounded RDDT 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…
5y analysis · Full analysis span regression · 6 months rolling