+953.6%
IGV vs RSG
+2,529.9%
-1,576.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -3.3% | -0.7% | -2.6% | -2.9% |
| 30D | 0.0% | +3.3% | -3.3% | -1.7% |
| 3M | +7.3% | +8.5% | -1.1% | +2.6% |
| 6M | +16.7% | -3.5% | +20.2% | +17.6% |
| YTD | -2.8% | +5.5% | -8.3% | -6.5% |
| 1Y | -6.7% | -1.7% | -4.9% | -7.3% |
| 3Y | +41.1% | +56.9% | -15.8% | +9.2% |
| 5Y | +22.0% | +89.4% | -67.4% | -14.9% |
| 10Y | +357.9% | +412.5% | -54.6% | +92.0% |
| All | +953.6% | +2,529.9% | -1,576.4% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling