+65.8%
IEFA vs RBA
+63.1%
+2.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +2.2% | +1.7% | +0.5% | +1.9% |
| 30D | +1.1% | +8.3% | -7.3% | -0.3% |
| 3M | -4.3% | +10.5% | -14.8% | -6.0% |
| 6M | +1.4% | -5.9% | +7.2% | +1.6% |
| YTD | +10.1% | -6.9% | +16.9% | +10.0% |
| 1Y | +12.9% | -4.9% | +17.8% | +12.2% |
| 3Y | +65.8% | +64.5% | +1.3% | +49.3% |
| All | +65.8% | +63.1% | +2.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling