+49.3%
IJH vs RBA
+25.0%
+24.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | -2.5% | -3.3% | +0.8% | -1.6% |
| 30D | -5.0% | -9.8% | +4.8% | -2.5% |
| 3M | +0.5% | -23.5% | +24.0% | +7.2% |
| 6M | +8.2% | -21.5% | +29.8% | +14.3% |
| YTD | +12.4% | -21.2% | +33.6% | +18.0% |
| 1Y | +14.4% | -30.2% | +44.6% | +24.5% |
| All | +49.3% | +25.0% | +24.2% | +38.9% |
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