+149.6%
IBM vs RBA
+224.6%
-75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -5.0% | +4.3% | -9.2% | -5.9% |
| 30D | +11.1% | +16.3% | -5.2% | +7.1% |
| 3M | +5.7% | +1.3% | +4.4% | +5.2% |
| 6M | +10.1% | -11.1% | +21.2% | +12.1% |
| YTD | -15.6% | -8.5% | -7.1% | -14.7% |
| 1Y | -19.5% | -2.1% | -17.4% | -19.9% |
| 3Y | +80.4% | +44.6% | +35.8% | +62.6% |
| 5Y | +140.0% | +36.8% | +103.2% | +115.5% |
| All | +149.6% | +224.6% | -75.0% | +65.9% |
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