+179.3%
IJH vs RBA
+206.5%
-27.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.4% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -4.6% | -2.9% | -1.7% | -3.9% |
| 3M | -1.2% | -20.9% | +19.8% | +5.5% |
| 6M | +9.4% | -17.7% | +27.1% | +15.1% |
| YTD | +13.3% | -18.2% | +31.5% | +18.9% |
| 1Y | +13.4% | -29.1% | +42.5% | +24.5% |
| 3Y | +50.4% | +29.5% | +20.9% | +33.7% |
| 5Y | +49.0% | +40.2% | +8.7% | +25.0% |
| All | +179.3% | +206.5% | -27.2% | +64.8% |
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