+27.4%
RBA vs IAG
+797.8%
-770.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.9% |
| 7D | -1.1% | +4.3% | -5.3% | -1.4% |
| 30D | -13.2% | +9.8% | -23.0% | -13.9% |
| 3M | -21.4% | +28.9% | -50.3% | -23.1% |
| 6M | -20.9% | -7.6% | -13.3% | -20.7% |
| YTD | -19.9% | +22.0% | -41.8% | -21.8% |
| 1Y | -28.7% | +99.5% | -128.2% | -33.3% |
| 3Y | +27.4% | +818.3% | -790.9% | +0.9% |
| All | +27.4% | +797.8% | -770.4% | +0.9% |
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