+364.8%
IGV vs RBA
+204.3%
+160.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -8.6% | +6.8% | -15.4% | -10.7% |
| 3M | -1.6% | +9.5% | -11.0% | -4.8% |
| 6M | +13.4% | -8.2% | +21.7% | +15.3% |
| YTD | -4.0% | -7.7% | +3.7% | -3.1% |
| 1Y | -7.6% | -6.9% | -0.7% | -7.1% |
| 3Y | +39.3% | +61.6% | -22.4% | +15.4% |
| 5Y | +14.5% | +44.7% | -30.2% | -4.4% |
| All | +364.8% | +204.3% | +160.5% | +192.4% |
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