+293.0%
IBKR vs RBA
+29.8%
+263.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.6% |
| 3M | +3.0% | -20.9% | +23.9% | +9.6% |
| 6M | +33.9% | -17.7% | +51.5% | +39.9% |
| YTD | +42.5% | -18.2% | +60.7% | +49.0% |
| 1Y | +44.9% | -29.1% | +74.0% | +59.8% |
| 3Y | +293.0% | +29.5% | +263.5% | +286.0% |
| All | +293.0% | +29.8% | +263.2% | +286.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling