+363.6%
IGV vs RL
+337.1%
+26.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.3% | +2.6% | -0.3% | +1.6% |
| 30D | -6.0% | +2.9% | -8.9% | -6.8% |
| 3M | -4.8% | 0.0% | -4.8% | -5.0% |
| 6M | +14.2% | +17.1% | -2.9% | +8.3% |
| YTD | -4.2% | +10.1% | -14.4% | -8.3% |
| 1Y | -5.3% | +17.3% | -22.6% | -11.0% |
| 3Y | +38.8% | +249.3% | -210.6% | -4.7% |
| 5Y | +14.2% | +240.9% | -226.7% | -22.8% |
| All | +363.6% | +337.1% | +26.5% | +203.4% |
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