+12.2%
IOT vs RBA
-26.5%
+38.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | +3.8% | -12.3% | +16.1% | +7.5% |
| 3M | +14.2% | -20.5% | +34.7% | +20.4% |
| 6M | +40.1% | -18.5% | +58.7% | +45.7% |
| YTD | +13.4% | -18.2% | +31.6% | +17.0% |
| 1Y | +12.2% | -27.5% | +39.7% | +13.9% |
| All | +12.2% | -26.5% | +38.7% | +13.9% |
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 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