+357.7%
IGV vs RSG
+428.9%
-71.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -1.5% | +4.0% | -5.5% | -3.5% |
| 3M | +11.7% | +7.4% | +4.3% | +7.3% |
| 6M | +18.4% | +0.1% | +18.3% | +17.3% |
| YTD | -3.9% | +6.0% | -9.9% | -7.9% |
| 1Y | -9.7% | -3.0% | -6.7% | -9.3% |
| 3Y | +38.4% | +56.5% | -18.1% | +3.4% |
| 5Y | +21.6% | +90.9% | -69.3% | -20.6% |
| All | +357.7% | +428.9% | -71.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling