+96.9%
IGV vs RVMD
+634.9%
-538.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -3.3% | -1.2% | -2.1% | -3.1% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | +7.3% | +39.6% | -32.3% | +1.6% |
| 6M | +16.7% | +110.7% | -94.0% | +2.3% |
| YTD | -2.8% | +160.3% | -163.1% | -18.7% |
| 1Y | -6.7% | +404.9% | -411.6% | -30.5% |
| 3Y | +41.1% | +545.5% | -504.3% | -3.4% |
| 5Y | +22.0% | +584.7% | -562.7% | -23.6% |
| All | +96.9% | +634.9% | -538.0% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling