+949.2%
IGV vs RBA
+3,165.0%
-2,215.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -8.1% | +9.0% | -17.1% | -10.7% |
| 3M | -1.6% | +7.2% | -8.8% | -4.1% |
| 6M | +12.7% | -7.8% | +20.5% | +14.4% |
| YTD | -3.3% | -6.4% | +3.1% | -2.8% |
| 1Y | -7.9% | -4.2% | -3.7% | -8.1% |
| 3Y | +40.3% | +64.1% | -23.7% | +17.2% |
| 5Y | +17.3% | +48.4% | -31.1% | -1.4% |
| 10Y | +362.3% | +209.9% | +152.4% | +198.1% |
| All | +949.2% | +3,165.0% | -2,215.8% | +177.3% |
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 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