+951.5%
IBM vs RBA
+4,118.8%
-3,167.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.5% | +3.2% | -4.7% | -2.1% |
| 30D | +8.4% | +12.0% | -3.6% | +5.9% |
| 3M | +4.2% | +2.9% | +1.3% | +3.4% |
| 6M | +7.9% | -6.3% | +14.2% | +8.6% |
| YTD | -15.2% | -5.9% | -9.3% | -14.8% |
| 1Y | -18.7% | -3.9% | -14.8% | -18.7% |
| 3Y | +79.2% | +64.9% | +14.3% | +60.0% |
| 5Y | +144.7% | +48.5% | +96.3% | +118.5% |
| 10Y | +141.6% | +211.8% | -70.2% | +80.3% |
| All | +951.5% | +4,118.8% | -3,167.3% | +404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling