+944.2%
RKLB vs IGV
+38.8%
+905.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -3.3% |
| 7D | 0.0% | -1.5% | +1.5% | +1.5% |
| 30D | -21.2% | -3.0% | -18.2% | -19.4% |
| 3M | -41.7% | +9.6% | -51.3% | -48.8% |
| 6M | -11.8% | +16.1% | -27.9% | -31.0% |
| YTD | -9.6% | -3.6% | -6.0% | -8.3% |
| 1Y | +34.1% | -7.8% | +42.0% | +48.5% |
| All | +944.2% | +38.8% | +905.4% | +640.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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