+44.7%
IGV vs RDW
+1.6%
+43.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -5.4% | +4.8% | -10.2% | -5.9% |
| 30D | -2.6% | -19.5% | +16.9% | -0.4% |
| 3M | +10.5% | -26.9% | +37.4% | +13.1% |
| 6M | +18.2% | +17.8% | +0.4% | +11.4% |
| YTD | -4.2% | +43.0% | -47.3% | -13.7% |
| 1Y | -9.8% | +32.1% | -41.9% | -19.3% |
| 3Y | +39.1% | +250.6% | -211.5% | -1.9% |
| 5Y | +21.2% | -6.6% | +27.8% | -7.3% |
| All | +44.7% | +1.6% | +43.1% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling