-97.9%
IRE vs RBA
-4.1%
-93.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -0.3% | -33.6% | -34.0% |
| 7D | -57.1% | +7.3% | -64.5% | -56.6% |
| 30D | -84.4% | +16.9% | -101.4% | -84.1% |
| 3M | -85.0% | -0.5% | -84.5% | -84.2% |
| 6M | -95.2% | -10.4% | -84.8% | -95.1% |
| YTD | -93.9% | -7.2% | -86.7% | -93.6% |
| 1Y | -98.8% | -2.2% | -96.6% | -98.6% |
| All | -97.9% | -4.1% | -93.8% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling