+44.0%
IGV vs RSP
+55.7%
-11.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -4.5% | -0.8% | -3.7% | -3.7% |
| 30D | +3.2% | -0.3% | +3.6% | +3.7% |
| 3M | +4.5% | +4.3% | +0.2% | 0.0% |
| 6M | +22.1% | +8.8% | +13.3% | +11.3% |
| YTD | -1.0% | +15.3% | -16.3% | -15.4% |
| 1Y | -2.1% | +18.3% | -20.4% | -18.8% |
| All | +44.0% | +55.7% | -11.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling