+368.2%
IGV vs RBA
+191.1%
+177.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -3.3% | -1.1% | -2.3% | -3.0% |
| 30D | 0.0% | -13.2% | +13.2% | +4.5% |
| 3M | +7.3% | -21.4% | +28.7% | +15.1% |
| 6M | +16.7% | -20.9% | +37.6% | +24.6% |
| YTD | -2.8% | -19.9% | +17.0% | +3.0% |
| 1Y | -6.7% | -28.7% | +22.0% | +2.6% |
| 3Y | +41.1% | +27.4% | +13.7% | +26.5% |
| 5Y | +22.0% | +41.7% | -19.7% | +2.6% |
| All | +368.2% | +191.1% | +177.1% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling