+585.7%
IGV vs RNG
+309.1%
+276.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.5% | -0.6% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | 0.0% | +11.4% | -11.4% | -3.0% |
| 3M | +7.3% | +72.1% | -64.7% | -8.7% |
| 6M | +16.7% | +67.9% | -51.2% | -0.7% |
| YTD | -2.8% | +144.3% | -147.2% | -27.1% |
| 1Y | -6.7% | +117.5% | -124.2% | -28.0% |
| 3Y | +41.1% | +123.9% | -82.8% | +2.2% |
| 5Y | +22.0% | -70.1% | +92.1% | +39.9% |
| 10Y | +357.9% | +215.9% | +142.1% | +182.3% |
| All | +585.7% | +309.1% | +276.7% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling