+44.6%
RBA vs IAG
+621.5%
-577.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.5% | -1.8% |
| 7D | +4.3% | +21.4% | -17.2% | +2.8% |
| 30D | +16.3% | +4.0% | +12.3% | +15.8% |
| 3M | +1.3% | +17.0% | -15.7% | -0.2% |
| 6M | -11.1% | +1.4% | -12.5% | -11.6% |
| YTD | -8.5% | +13.8% | -22.2% | -10.4% |
| 1Y | -2.1% | +55.8% | -57.9% | -6.7% |
| 3Y | +44.6% | +647.4% | -602.9% | +16.4% |
| All | +44.6% | +621.5% | -577.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling