-83.7%
IRE vs RBA
-15.5%
-68.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +14.0% |
| 7D | +54.8% | -2.9% | +57.7% | +55.2% |
| 30D | +18.4% | -12.3% | +30.7% | +21.1% |
| 3M | -66.7% | -20.5% | -46.2% | -66.6% |
| 6M | -52.3% | -18.5% | -33.8% | -53.2% |
| YTD | -52.3% | -18.2% | -34.1% | -50.7% |
| All | -83.7% | -15.5% | -68.2% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling