+21.8%
IJR vs RBA
-30.1%
+51.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.3% | -3.3% | +1.0% | -1.6% |
| 30D | -4.7% | -9.8% | +5.1% | -2.5% |
| 3M | +2.1% | -23.5% | +25.6% | +7.7% |
| 6M | +13.9% | -21.5% | +35.4% | +18.9% |
| YTD | +18.2% | -21.2% | +39.4% | +21.9% |
| 1Y | +21.8% | -30.2% | +52.0% | +30.0% |
| All | +21.8% | -30.1% | +51.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling