+150.3%
IJR vs RBA
+207.2%
-56.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | +2.2% | +1.7% | +0.4% | +1.6% |
| 30D | +3.8% | +8.3% | -4.5% | +1.1% |
| 3M | -5.7% | +10.5% | -16.3% | -9.0% |
| 6M | +4.6% | -5.9% | +10.5% | +5.5% |
| YTD | +18.0% | -6.9% | +24.8% | +18.7% |
| 1Y | +21.8% | -4.9% | +26.7% | +21.6% |
| 3Y | +61.1% | +64.5% | -3.4% | +33.2% |
| 5Y | +27.3% | +46.1% | -18.7% | +6.4% |
| All | +150.3% | +207.2% | -56.9% | +46.5% |
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