+41.1%
IGV vs RL
+211.8%
-170.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.7% |
| 6M | +16.7% | +3.2% | +13.6% | +13.4% |
| YTD | -2.8% | -1.3% | -1.6% | -4.3% |
| 1Y | -6.7% | +13.6% | -20.3% | -12.7% |
| 3Y | +41.1% | +210.9% | -169.8% | -3.0% |
| All | +41.1% | +211.8% | -170.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling