-98.0%
IRE vs RBA
-3.7%
-94.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.3% | -14.1% |
| 7D | -31.8% | +1.7% | -33.6% | -31.5% |
| 30D | -71.8% | +8.3% | -80.1% | -71.1% |
| 3M | -88.9% | +10.5% | -99.5% | -88.6% |
| 6M | -95.4% | -5.9% | -89.5% | -95.4% |
| YTD | -94.2% | -6.9% | -87.4% | -93.9% |
| 1Y | -97.1% | -4.9% | -92.2% | -96.7% |
| All | -98.0% | -3.7% | -94.3% | -97.8% |
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