-7.5%
IGV vs RRC
+44.7%
-52.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | -7.5% | -6.8% | -0.7% | -7.3% |
| 30D | -5.6% | +34.7% | -40.3% | -6.1% |
| 3M | +1.5% | +31.5% | -30.0% | +1.0% |
| 6M | +17.1% | +21.8% | -4.7% | +16.4% |
| YTD | -2.0% | +48.9% | -50.8% | -3.4% |
| 1Y | -7.5% | +42.1% | -49.6% | -8.8% |
| All | -7.5% | +44.7% | -52.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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