+41.1%
IGV vs RVTY
+16.6%
+24.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | 0.0% | +10.8% | -10.9% | -2.2% |
| 3M | +7.3% | +26.8% | -19.4% | +1.4% |
| 6M | +16.7% | +39.3% | -22.6% | +7.4% |
| YTD | -2.8% | +31.6% | -34.5% | -9.5% |
| 1Y | -6.7% | +47.7% | -54.4% | -15.5% |
| 3Y | +41.1% | +19.9% | +21.2% | +31.8% |
| All | +41.1% | +16.6% | +24.5% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling