-9.9%
IGV vs RNG
+128.5%
-138.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -5.4% | -9.6% | +4.2% | -3.1% |
| 30D | -2.6% | +8.8% | -11.4% | -4.5% |
| 3M | +10.5% | +78.6% | -68.1% | -4.0% |
| 6M | +18.2% | +70.3% | -52.1% | +3.2% |
| YTD | -4.2% | +140.3% | -144.6% | -21.7% |
| All | -9.9% | +128.5% | -138.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling