+941.2%
IGV vs RVTY
+597.5%
+343.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +2.5% | +4.1% | -1.6% | +0.9% |
| 30D | -8.6% | +1.3% | -9.9% | -9.2% |
| 3M | -1.6% | +33.3% | -34.8% | -12.4% |
| 6M | +13.4% | +58.3% | -44.8% | -6.3% |
| YTD | -4.0% | +62.7% | -66.7% | -22.4% |
| 1Y | -7.6% | +67.2% | -74.9% | -26.3% |
| 3Y | +39.3% | +87.3% | -48.0% | +2.1% |
| 5Y | +14.5% | -13.4% | +27.9% | +12.0% |
| 10Y | +358.7% | +217.2% | +141.5% | +169.2% |
| All | +941.2% | +597.5% | +343.7% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling