+700.6%
IYR vs RBA
+2,820.3%
-2,119.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -0.4% |
| 30D | -2.9% | -12.3% | +9.4% | +0.6% |
| 3M | +0.8% | -20.5% | +21.4% | +6.8% |
| 6M | +1.9% | -18.5% | +20.4% | +6.9% |
| YTD | +9.6% | -18.2% | +27.9% | +14.4% |
| 1Y | +8.1% | -27.5% | +35.6% | +16.5% |
| 3Y | +29.2% | +38.1% | -8.9% | +13.6% |
| 5Y | +4.3% | +44.8% | -40.5% | -12.1% |
| 10Y | +64.7% | +187.1% | -122.4% | +7.6% |
| All | +700.6% | +2,820.3% | -2,119.7% | +243.9% |
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 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