+1,075.9%
IJH vs RBA
+2,950.1%
-1,874.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | -1.5% | -12.3% | +10.8% | +2.2% |
| 3M | +0.8% | -20.5% | +21.3% | +7.1% |
| 6M | +7.6% | -18.5% | +26.1% | +13.3% |
| YTD | +15.5% | -18.2% | +33.7% | +21.0% |
| 1Y | +16.9% | -27.5% | +44.4% | +26.8% |
| 3Y | +48.1% | +38.1% | +10.0% | +30.4% |
| 5Y | +47.8% | +44.8% | +3.0% | +25.0% |
| 10Y | +178.6% | +187.1% | -8.6% | +83.8% |
| All | +1,075.9% | +2,950.1% | -1,874.2% | +361.1% |
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 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