-10.2%
IGV vs RL
+22.6%
-32.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.3% |
| 30D | -11.0% | +7.6% | -18.6% | -11.3% |
| 3M | -4.5% | -1.5% | -2.9% | -4.4% |
| 6M | +10.1% | +12.1% | -2.0% | +9.3% |
| YTD | -5.1% | +13.9% | -19.0% | -7.0% |
| 1Y | -10.2% | +20.7% | -30.9% | -13.3% |
| All | -10.2% | +22.6% | -32.9% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling