+30.8%
IYR vs RBA
+29.1%
+1.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -0.4% | -1.1% | +0.7% | -0.2% |
| 30D | -2.5% | -13.2% | +10.7% | +0.1% |
| 3M | +1.5% | -21.4% | +22.8% | +5.6% |
| 6M | +3.9% | -20.9% | +24.7% | +7.8% |
| YTD | +9.5% | -19.9% | +29.4% | +12.7% |
| 1Y | +7.5% | -28.7% | +36.1% | +13.6% |
| 3Y | +30.8% | +27.4% | +3.4% | +18.4% |
| All | +30.8% | +29.1% | +1.7% | +18.4% |
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