+149.9%
IBM vs RBA
+236.6%
-86.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.1% |
| 7D | -2.5% | +2.5% | -5.0% | -3.1% |
| 30D | +8.4% | +11.6% | -3.2% | +5.5% |
| 3M | +4.5% | +1.5% | +3.0% | +3.9% |
| 6M | +7.9% | -6.6% | +14.5% | +8.6% |
| YTD | -15.2% | -6.3% | -9.0% | -14.8% |
| 1Y | -17.6% | -4.0% | -13.6% | -17.6% |
| 3Y | +82.1% | +47.3% | +34.8% | +63.4% |
| 5Y | +143.3% | +47.7% | +95.7% | +114.3% |
| 10Y | +149.9% | +224.7% | -74.8% | +64.0% |
| All | +149.9% | +236.6% | -86.6% | +64.0% |
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 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