+356.3%
IGV vs RMBS
+554.0%
-197.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | -5.4% | +1.2% | -6.6% | -5.7% |
| 30D | -2.6% | -11.5% | +8.9% | +0.4% |
| 3M | +10.5% | -38.2% | +48.7% | +23.7% |
| 6M | +18.2% | -4.8% | +22.9% | +10.2% |
| YTD | -4.2% | -7.1% | +2.9% | -12.1% |
| 1Y | -9.8% | +10.7% | -20.5% | -24.4% |
| 3Y | +39.1% | +54.5% | -15.4% | -7.2% |
| 5Y | +21.2% | +261.7% | -240.4% | -47.2% |
| All | +356.3% | +554.0% | -197.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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