+23.5%
IGV vs RL
+238.1%
-214.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.3% | -2.9% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +3.2% | -7.8% | +11.0% | +5.9% |
| 3M | +4.5% | -4.0% | +8.5% | +5.2% |
| 6M | +22.1% | -1.9% | +24.0% | +20.3% |
| YTD | -1.0% | -0.2% | -0.9% | -3.3% |
| 1Y | -2.1% | +10.7% | -12.8% | -8.6% |
| 3Y | +44.6% | +210.8% | -166.2% | -14.8% |
| All | +23.5% | +238.1% | -214.6% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling