+130.5%
IBM vs RBA
+185.7%
-55.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | +0.3% | -12.3% | +12.6% | +3.2% |
| 3M | -21.6% | -20.5% | -1.1% | -17.9% |
| 6M | -4.7% | -18.5% | +13.9% | -1.1% |
| YTD | -19.1% | -18.2% | -0.9% | -15.9% |
| 1Y | -2.5% | -27.5% | +25.0% | +3.9% |
| 3Y | +74.2% | +38.1% | +36.1% | +58.7% |
| 5Y | +113.1% | +44.8% | +68.3% | +87.3% |
| All | +130.5% | +185.7% | -55.2% | +55.1% |
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