+89.1%
IYR vs RBA
+225.5%
-136.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.1% | +3.2% | -1.1% | +1.3% |
| 30D | +7.2% | +12.0% | -4.9% | +4.0% |
| 3M | +0.4% | +2.9% | -2.5% | -0.6% |
| 6M | +1.4% | -6.3% | +7.7% | +2.2% |
| YTD | +11.3% | -5.9% | +17.2% | +11.4% |
| 1Y | +10.5% | -3.9% | +14.4% | +9.8% |
| 3Y | +41.7% | +64.9% | -23.2% | +19.8% |
| 5Y | +7.1% | +48.5% | -41.4% | -9.0% |
| 10Y | +89.1% | +211.8% | -122.7% | +19.9% |
| All | +89.1% | +225.5% | -136.4% | +19.9% |
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