+17.7%
IGV vs RDDT
+211.6%
-193.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -1.5% | -7.4% | +5.8% | -0.5% |
| 30D | -3.0% | -7.7% | +4.7% | -2.3% |
| 3M | +9.6% | -17.8% | +27.4% | +11.3% |
| 6M | +16.1% | +5.5% | +10.7% | +13.3% |
| YTD | -3.6% | -36.3% | +32.7% | 0.0% |
| 1Y | -7.8% | -39.0% | +31.2% | -4.5% |
| All | +17.7% | +211.6% | -193.9% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling