+953.6%
IGV vs RRX
+1,076.7%
-123.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | -3.3% | +4.3% | -7.6% | -4.9% |
| 30D | 0.0% | -8.0% | +8.0% | +3.0% |
| 3M | +7.3% | -22.0% | +29.4% | +15.3% |
| 6M | +16.7% | -11.9% | +28.6% | +16.5% |
| YTD | -2.8% | +17.1% | -19.9% | -15.2% |
| 1Y | -6.7% | +14.9% | -21.6% | -18.7% |
| 3Y | +41.1% | +6.9% | +34.2% | +18.6% |
| 5Y | +22.0% | +19.6% | +2.4% | -4.7% |
| 10Y | +357.9% | +215.9% | +142.0% | +114.9% |
| All | +953.6% | +1,076.7% | -123.2% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling