+224.7%
RBA vs IAG
+326.7%
-101.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +2.1% |
| 7D | +2.5% | +24.0% | -21.5% | +1.4% |
| 30D | +11.6% | +5.5% | +6.0% | +11.1% |
| 3M | +1.5% | +8.3% | -6.8% | +0.9% |
| 6M | -6.6% | +6.1% | -12.7% | -7.3% |
| YTD | -6.3% | +20.3% | -26.6% | -7.9% |
| 1Y | -4.0% | +56.5% | -60.4% | -6.9% |
| 3Y | +47.3% | +762.6% | -715.3% | +29.8% |
| 5Y | +47.7% | +546.3% | -498.6% | +29.3% |
| 10Y | +224.7% | +356.1% | -131.4% | +180.0% |
| All | +224.7% | +326.7% | -101.9% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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