+26.5%
IP vs RBA
+224.6%
-198.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | -5.1% | +4.3% | -9.3% | -6.2% |
| 30D | +8.5% | +16.3% | -7.8% | +3.6% |
| 3M | -13.8% | +1.3% | -15.1% | -14.4% |
| 6M | +5.7% | -11.1% | +16.8% | +8.6% |
| YTD | -9.1% | -8.5% | -0.7% | -7.8% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.2% |
| 3Y | +14.8% | +44.6% | -29.8% | +1.5% |
| 5Y | -11.5% | +36.8% | -48.4% | -22.2% |
| All | +26.5% | +224.6% | -198.1% | -19.8% |
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