+11.2%
IGV vs RL
+226.8%
-215.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.3% |
| 7D | -5.2% | -4.2% | -1.0% | -3.8% |
| 30D | -10.0% | +4.3% | -14.2% | -11.4% |
| 3M | -0.5% | -4.6% | +4.1% | +0.8% |
| 6M | +12.6% | +1.7% | +10.9% | +10.2% |
| YTD | -6.4% | +7.3% | -13.8% | -11.2% |
| 1Y | -9.5% | +20.8% | -30.3% | -18.4% |
| 3Y | +41.7% | +247.0% | -205.3% | -22.7% |
| All | +11.2% | +226.8% | -215.7% | -41.9% |
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