-19.5%
IBM vs RBA
-3.3%
-16.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -5.0% | +4.3% | -9.2% | -6.0% |
| 30D | +11.1% | +16.3% | -5.2% | +6.6% |
| 3M | +5.7% | +1.3% | +4.4% | +4.7% |
| 6M | +10.1% | -11.1% | +21.2% | +10.9% |
| YTD | -15.6% | -8.5% | -7.1% | -14.4% |
| 1Y | -19.5% | -2.1% | -17.4% | -19.1% |
| All | -19.5% | -3.3% | -16.3% | -19.1% |
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 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