+62.6%
IOT vs RBA
+39.3%
+23.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | +2.8% | -1.1% | +3.8% | +3.4% |
| 30D | -1.8% | -13.2% | +11.4% | +5.6% |
| 3M | +17.9% | -21.4% | +39.2% | +31.8% |
| 6M | +13.5% | -20.9% | +34.4% | +25.9% |
| YTD | +13.3% | -19.9% | +33.1% | +23.5% |
| 1Y | -3.3% | -28.7% | +25.4% | +12.7% |
| 3Y | +31.3% | +27.4% | +3.9% | +3.6% |
| All | +62.6% | +39.3% | +23.2% | +18.4% |
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 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