+38.0%
IGV vs RNG
+120.1%
-82.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.2% |
| 6M | +18.2% | +70.3% | -52.1% | +3.1% |
| YTD | -4.2% | +140.3% | -144.6% | -23.6% |
| 1Y | -9.8% | +126.6% | -136.4% | -27.3% |
| All | +38.0% | +120.1% | -82.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling