+357.1%
IGV vs RL
+369.1%
-12.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -11.0% | +7.6% | -18.6% | -12.7% |
| 3M | -4.5% | -1.5% | -2.9% | -4.3% |
| 6M | +10.1% | +12.1% | -2.0% | +5.7% |
| YTD | -5.1% | +13.9% | -19.0% | -9.8% |
| 1Y | -10.2% | +20.7% | -30.9% | -16.2% |
| 3Y | +37.7% | +260.6% | -222.8% | -6.1% |
| 5Y | +15.7% | +248.9% | -233.2% | -22.3% |
| 10Y | +357.1% | +355.9% | +1.2% | +188.0% |
| All | +357.1% | +369.1% | -12.0% | +188.0% |
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