+24.6%
IOT vs RBA
+25.0%
-0.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | -0.8% | -3.3% | +2.5% | +0.6% |
| 30D | -4.7% | -9.8% | +5.1% | -0.5% |
| 3M | +17.8% | -23.5% | +41.2% | +30.3% |
| 6M | +16.8% | -21.5% | +38.4% | +27.3% |
| YTD | +8.4% | -21.2% | +29.6% | +16.8% |
| 1Y | -0.8% | -30.2% | +29.4% | +13.6% |
| All | +24.6% | +25.0% | -0.4% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling