+21.2%
IGV vs RVMD
+560.0%
-538.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -5.4% | -3.6% | -1.8% | -4.8% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | +10.5% | +41.0% | -30.5% | +4.4% |
| 6M | +18.2% | +105.7% | -87.5% | +3.8% |
| YTD | -4.2% | +155.3% | -159.5% | -20.0% |
| 1Y | -9.8% | +402.7% | -412.5% | -33.4% |
| 3Y | +39.1% | +533.1% | -494.0% | -5.6% |
| 5Y | +21.2% | +583.5% | -562.3% | -27.4% |
| All | +21.2% | +560.0% | -538.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling