-4.3%
RBA vs IAG
+52.4%
-56.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.8% |
| 6M | -6.6% | +6.1% | -12.7% | -6.7% |
| YTD | -6.3% | +20.3% | -26.6% | -7.8% |
| All | -4.3% | +52.4% | -56.6% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling