+941.3%
IGV vs RRC
+1,537.4%
-596.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -0.4% | -10.3% | +9.9% | +1.3% |
| 30D | -9.9% | +19.5% | -29.4% | -12.8% |
| 3M | -1.2% | +27.9% | -29.1% | -5.5% |
| 6M | +11.3% | +21.2% | -9.8% | +7.2% |
| YTD | -4.0% | +39.6% | -43.6% | -9.9% |
| 1Y | -7.3% | +31.3% | -38.6% | -12.3% |
| 3Y | +42.8% | +51.9% | -9.2% | +30.3% |
| 5Y | +13.7% | +110.2% | -96.5% | -5.2% |
| 10Y | +354.8% | +56.7% | +298.1% | +245.6% |
| All | +941.3% | +1,537.4% | -596.2% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling