-97.2%
IRE vs RBA
-3.1%
-94.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -1.9% |
| 7D | -15.5% | +2.5% | -18.0% | -14.9% |
| 30D | -70.4% | +11.6% | -82.0% | -69.6% |
| 3M | -81.6% | +1.5% | -83.1% | -80.7% |
| 6M | -94.7% | -6.6% | -88.1% | -94.7% |
| YTD | -91.8% | -6.3% | -85.5% | -91.2% |
| 1Y | -97.6% | -4.0% | -93.6% | -97.3% |
| All | -97.2% | -3.1% | -94.1% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling