+110.6%
IP vs RBA
+3,565.6%
-3,455.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 6M | -10.2% | -18.5% | +8.3% | -4.6% |
| YTD | -2.0% | -18.2% | +16.2% | +3.6% |
| 1Y | -19.1% | -27.5% | +8.4% | -11.1% |
| 3Y | +20.9% | +38.1% | -17.2% | +6.0% |
| 5Y | -17.8% | +44.8% | -62.6% | -31.4% |
| 10Y | +23.5% | +187.1% | -163.6% | -22.6% |
| All | +110.6% | +3,565.6% | -3,455.0% | -24.8% |
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 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