+713.1%
IYR vs RBA
+3,261.1%
-2,548.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.1% | +3.2% | -1.1% | +1.2% |
| 30D | +7.2% | +12.0% | -4.9% | +3.7% |
| 3M | +0.4% | +2.9% | -2.5% | -0.7% |
| 6M | +1.4% | -6.3% | +7.7% | +2.3% |
| YTD | +11.3% | -5.9% | +17.2% | +11.5% |
| 1Y | +10.5% | -3.9% | +14.4% | +9.8% |
| 3Y | +41.7% | +64.9% | -23.2% | +18.6% |
| 5Y | +7.1% | +48.5% | -41.4% | -10.0% |
| 10Y | +89.1% | +211.8% | -122.7% | +20.8% |
| All | +713.1% | +3,261.1% | -2,548.0% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling