+929.7%
IGV vs RVTY
+606.7%
+323.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.3% | -2.7% | +0.4% | -1.3% |
| 30D | -11.0% | +3.2% | -14.2% | -12.2% |
| 3M | -4.5% | +37.2% | -41.6% | -15.9% |
| 6M | +10.1% | +57.7% | -47.6% | -9.0% |
| YTD | -5.1% | +64.8% | -69.9% | -23.6% |
| 1Y | -10.2% | +72.8% | -83.1% | -29.3% |
| 3Y | +37.7% | +89.8% | -52.1% | +0.5% |
| 5Y | +15.7% | -8.4% | +24.1% | +10.7% |
| 10Y | +357.1% | +219.5% | +137.7% | +167.5% |
| All | +929.7% | +606.7% | +323.0% | +305.4% |
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