+368.4%
IGV vs RVTY
+219.4%
+149.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -1.3% | -0.7% | -0.5% | -1.0% |
| 30D | -8.1% | +1.7% | -9.9% | -9.0% |
| 3M | -1.6% | +36.8% | -38.4% | -14.6% |
| 6M | +12.7% | +60.1% | -47.4% | -9.6% |
| YTD | -3.3% | +64.0% | -67.2% | -24.2% |
| 1Y | -7.9% | +68.2% | -76.1% | -28.9% |
| 3Y | +40.3% | +88.8% | -48.4% | -4.1% |
| 5Y | +17.3% | -10.5% | +27.8% | +16.9% |
| All | +368.4% | +219.4% | +149.0% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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