+40.3%
IBB vs RBA
+46.2%
-5.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +1.6% | -0.5% | +2.2% | +1.8% |
| 30D | +6.7% | +6.8% | -0.1% | +5.2% |
| 3M | +6.3% | +9.5% | -3.1% | +4.2% |
| 6M | +23.9% | -8.2% | +32.1% | +25.1% |
| YTD | +26.6% | -7.7% | +34.3% | +27.0% |
| 1Y | +29.6% | -6.9% | +36.5% | +29.7% |
| 3Y | +86.1% | +61.6% | +24.4% | +63.3% |
| 5Y | +40.3% | +44.7% | -4.4% | +22.0% |
| All | +40.3% | +46.2% | -5.9% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling