-97.8%
IRE vs RBA
-3.3%
-94.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.3% | +40.9% | +39.3% |
| 7D | -27.2% | +4.3% | -31.4% | -26.6% |
| 30D | -75.1% | +16.3% | -91.4% | -74.7% |
| 3M | -77.9% | +1.3% | -79.2% | -77.0% |
| 6M | -94.6% | -11.1% | -83.5% | -94.5% |
| YTD | -91.5% | -8.5% | -83.1% | -91.4% |
| 1Y | -97.8% | -2.1% | -95.7% | -97.5% |
| All | -97.8% | -3.3% | -94.5% | -97.5% |
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