+69.2%
IYR vs RBA
+189.2%
-119.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | -2.4% | -13.0% | +10.6% | +1.0% |
| 3M | -2.0% | -23.1% | +21.1% | +4.0% |
| 6M | +2.5% | -22.6% | +25.1% | +8.4% |
| YTD | +8.3% | -20.4% | +28.7% | +13.2% |
| 1Y | +6.5% | -29.6% | +36.0% | +14.8% |
| 3Y | +29.3% | +26.6% | +2.8% | +17.2% |
| 5Y | +5.7% | +38.2% | -32.5% | -8.9% |
| 10Y | +69.2% | +194.7% | -125.5% | +10.5% |
| All | +69.2% | +189.2% | -119.9% | +10.5% |
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 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