+1,428.5%
IBKR vs RBA
+512.6%
+915.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 6M | +33.9% | -17.7% | +51.5% | +40.7% |
| YTD | +42.5% | -18.2% | +60.7% | +49.9% |
| 1Y | +44.9% | -29.1% | +74.0% | +59.3% |
| 3Y | +293.0% | +29.5% | +263.5% | +253.6% |
| 5Y | +497.7% | +40.2% | +457.4% | +407.5% |
| 10Y | +1,004.4% | +203.0% | +801.4% | +581.6% |
| All | +1,428.5% | +512.6% | +915.9% | +568.7% |
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