-12.4%
IP vs RBA
+37.7%
-50.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | -5.1% | +4.3% | -9.3% | -6.1% |
| 30D | +8.5% | +16.3% | -7.8% | +4.0% |
| 3M | -13.8% | +1.3% | -15.1% | -14.4% |
| 6M | +5.7% | -11.1% | +16.8% | +8.4% |
| YTD | -9.1% | -8.5% | -0.7% | -7.9% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.1% |
| 3Y | +14.8% | +44.6% | -29.8% | +4.9% |
| All | -12.4% | +37.7% | -50.0% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling