+23.9%
IP vs RBA
+36.9%
-13.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | -2.9% | -2.3% | -4.3% |
| 30D | -10.9% | -12.3% | +1.4% | -7.1% |
| 3M | +11.2% | -20.5% | +31.7% | +18.8% |
| 6M | -10.2% | -18.5% | +8.3% | -5.0% |
| YTD | -2.0% | -18.2% | +16.2% | +3.1% |
| 1Y | -19.1% | -27.5% | +8.4% | -12.2% |
| All | +23.9% | +36.9% | -13.0% | +19.1% |
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