-12.3%
IP vs RBA
+48.6%
-60.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -5.0% | +7.3% | -12.3% | -6.8% |
| 30D | +6.5% | +16.9% | -10.4% | +2.0% |
| 3M | -18.0% | -0.5% | -17.5% | -18.1% |
| 6M | +10.3% | -10.4% | +20.7% | +12.8% |
| YTD | -9.9% | -7.2% | -2.7% | -9.0% |
| 1Y | -1.1% | -2.2% | +1.2% | -1.4% |
| 3Y | +13.0% | +43.7% | -30.7% | +3.5% |
| 5Y | -12.3% | +38.7% | -50.9% | -21.6% |
| All | -12.3% | +48.6% | -60.9% | -21.6% |
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