+23.1%
IGV vs RDW
-9.1%
+32.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -1.5% | -21.3% | +19.8% | +1.0% |
| 3M | +11.7% | -37.9% | +49.5% | +16.5% |
| 6M | +18.4% | +12.3% | +6.2% | +12.3% |
| YTD | -3.9% | +39.7% | -43.7% | -13.2% |
| 1Y | -9.7% | +25.7% | -35.3% | -18.7% |
| 3Y | +38.4% | +230.8% | -192.4% | -1.8% |
| All | +23.1% | -9.1% | +32.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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