-2.5%
IBM vs RBA
-26.5%
+24.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | +0.3% | -12.3% | +12.6% | +2.8% |
| 3M | -21.6% | -20.5% | -1.1% | -18.7% |
| 6M | -4.7% | -18.5% | +13.9% | -2.6% |
| YTD | -19.1% | -18.2% | -0.9% | -14.9% |
| 1Y | -2.5% | -27.5% | +25.0% | +2.2% |
| All | -2.5% | -26.5% | +24.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling