+357.9%
IGV vs RL
+304.3%
+53.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | 0.0% | -12.2% | +12.2% | +3.3% |
| 3M | +7.3% | -6.6% | +14.0% | +8.8% |
| 6M | +16.7% | +3.2% | +13.6% | +14.1% |
| YTD | -2.8% | -1.3% | -1.6% | -4.0% |
| 1Y | -6.7% | +13.6% | -20.3% | -11.5% |
| 3Y | +41.1% | +210.9% | -169.8% | +0.3% |
| 5Y | +22.0% | +246.9% | -224.9% | -17.1% |
| 10Y | +357.9% | +310.1% | +47.8% | +198.5% |
| All | +357.9% | +304.3% | +53.6% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling