-2.1%
IGV vs RBA
-26.5%
+24.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | -2.9% | -1.6% | -3.8% |
| 30D | +3.2% | -12.3% | +15.5% | +6.3% |
| 3M | +4.5% | -20.5% | +25.1% | +9.0% |
| 6M | +22.1% | -18.5% | +40.7% | +26.0% |
| YTD | -1.0% | -18.2% | +17.2% | +2.5% |
| 1Y | -2.1% | -27.5% | +25.4% | +4.2% |
| All | -2.1% | -26.5% | +24.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling