+21.2%
IGV vs RMD
-22.9%
+44.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.5% | -4.7% | +3.2% | -0.1% |
| 30D | -3.0% | +0.2% | -3.3% | -3.1% |
| 3M | +9.6% | +12.0% | -2.4% | +5.4% |
| 6M | +16.1% | -12.5% | +28.7% | +20.6% |
| YTD | -3.6% | -7.9% | +4.3% | -2.0% |
| 1Y | -7.8% | -20.4% | +12.5% | -1.6% |
| 3Y | +40.0% | +53.1% | -13.1% | +10.2% |
| 5Y | +21.2% | -22.1% | +43.3% | +30.1% |
| All | +21.2% | -22.9% | +44.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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