+941.3%
IGV vs RL
+1,989.6%
-1,048.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | +0.8% |
| 7D | -0.4% | +0.2% | -0.7% | -0.6% |
| 30D | -9.9% | +7.3% | -17.3% | -12.1% |
| 3M | -1.2% | +1.0% | -2.2% | -1.9% |
| 6M | +11.3% | +11.8% | -0.4% | +6.0% |
| YTD | -4.0% | +13.6% | -17.6% | -9.8% |
| 1Y | -7.3% | +24.0% | -31.4% | -15.5% |
| 3Y | +42.8% | +256.6% | -213.8% | -10.2% |
| 5Y | +13.7% | +240.2% | -226.6% | -28.9% |
| 10Y | +354.8% | +373.0% | -18.2% | +125.9% |
| All | +941.3% | +1,989.6% | -1,048.4% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling