-96.6%
IRE vs RBA
-6.7%
-89.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.5% | -12.0% | -13.8% |
| 7D | +11.1% | -0.5% | +11.7% | +11.1% |
| 30D | -75.2% | +6.8% | -82.0% | -74.7% |
| 3M | -86.4% | +9.5% | -95.8% | -86.1% |
| 6M | -94.8% | -8.2% | -86.6% | -94.8% |
| YTD | -93.3% | -7.7% | -85.5% | -93.4% |
| All | -96.6% | -6.7% | -89.9% | -96.5% |
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