+1,158.3%
IJR vs RBA
+2,950.1%
-1,791.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.2% | -2.9% | +2.8% | +0.8% |
| 30D | -2.4% | -12.3% | +9.9% | +1.4% |
| 3M | +3.9% | -20.5% | +24.5% | +10.8% |
| 6M | +12.4% | -18.5% | +30.9% | +18.6% |
| YTD | +21.5% | -18.2% | +39.7% | +27.6% |
| 1Y | +24.0% | -27.5% | +51.5% | +35.1% |
| 3Y | +49.7% | +38.1% | +11.6% | +31.5% |
| 5Y | +39.7% | +44.8% | -5.1% | +17.5% |
| 10Y | +169.0% | +187.1% | -18.1% | +74.0% |
| All | +1,158.3% | +2,950.1% | -1,791.8% | +357.9% |
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 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