+990.2%
IBKR vs RBA
+206.5%
+783.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.2% | -2.9% | +2.7% | +0.5% |
| 3M | +3.0% | -20.9% | +23.9% | +9.3% |
| 6M | +33.9% | -17.7% | +51.5% | +40.2% |
| YTD | +42.5% | -18.2% | +60.7% | +49.3% |
| 1Y | +44.9% | -29.1% | +74.0% | +58.3% |
| 3Y | +293.0% | +29.5% | +263.5% | +259.1% |
| 5Y | +497.7% | +40.2% | +457.4% | +417.7% |
| All | +990.2% | +206.5% | +783.7% | +557.9% |
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