+55.4%
IOT vs RBA
+42.3%
+13.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -2.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -2.4% | -2.9% | +0.5% | -1.1% |
| 3M | +19.0% | -20.9% | +39.9% | +32.7% |
| 6M | +19.6% | -17.7% | +37.3% | +29.7% |
| YTD | +8.3% | -18.2% | +26.4% | +16.7% |
| 1Y | -0.8% | -29.1% | +28.3% | +16.2% |
| 3Y | +24.4% | +29.5% | -5.1% | -2.7% |
| All | +55.4% | +42.3% | +13.1% | +11.9% |
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 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