+22.8%
IGV vs RRX
+13.6%
+9.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -5.4% | -3.7% | -1.6% | -4.5% |
| 30D | -2.6% | -9.3% | +6.7% | -0.4% |
| 3M | +10.5% | -21.8% | +32.3% | +15.7% |
| 6M | +18.2% | -22.0% | +40.2% | +21.6% |
| YTD | -4.2% | +11.9% | -16.2% | -14.0% |
| 1Y | -9.8% | +11.6% | -21.4% | -19.5% |
| 3Y | +39.1% | +2.2% | +36.9% | +22.5% |
| All | +22.8% | +13.6% | +9.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling