+41.7%
IYR vs RBA
+51.9%
-10.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.1% | +3.2% | -1.1% | +1.5% |
| 30D | +7.2% | +12.0% | -4.9% | +4.8% |
| 3M | +0.4% | +2.9% | -2.5% | -0.4% |
| 6M | +1.4% | -6.3% | +7.7% | +1.9% |
| YTD | +11.3% | -5.9% | +17.2% | +10.9% |
| 1Y | +10.5% | -3.9% | +14.4% | +9.4% |
| 3Y | +41.7% | +64.9% | -23.2% | +22.6% |
| All | +41.7% | +51.9% | -10.2% | +22.6% |
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