+973.2%
IGV vs RBA
+2,751.0%
-1,777.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | -2.9% | -1.6% | -3.6% |
| 30D | +3.2% | -12.3% | +15.5% | +7.4% |
| 3M | +4.5% | -20.5% | +25.1% | +11.4% |
| 6M | +22.1% | -18.5% | +40.7% | +28.8% |
| YTD | -1.0% | -18.2% | +17.2% | +4.0% |
| 1Y | -2.1% | -27.5% | +25.4% | +6.6% |
| 3Y | +44.6% | +38.1% | +6.5% | +27.3% |
| 5Y | +22.2% | +44.8% | -22.6% | +3.6% |
| 10Y | +364.7% | +187.1% | +177.6% | +207.7% |
| All | +973.2% | +2,751.0% | -1,777.8% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling