+357.9%
IGV vs RSP
+204.5%
+153.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.8% |
| 7D | -3.3% | -0.4% | -2.9% | -2.9% |
| 30D | 0.0% | -1.5% | +1.5% | +1.6% |
| 3M | +7.3% | +4.8% | +2.6% | +2.5% |
| 6M | +16.7% | +10.3% | +6.5% | +5.9% |
| YTD | -2.8% | +14.1% | -16.9% | -14.9% |
| 1Y | -6.7% | +17.0% | -23.7% | -20.3% |
| 3Y | +41.1% | +54.2% | -13.1% | -7.8% |
| 5Y | +22.0% | +51.5% | -29.5% | -17.4% |
| 10Y | +357.9% | +204.4% | +153.5% | +59.1% |
| All | +357.9% | +204.5% | +153.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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