+47.0%
RBA vs IAG
+764.1%
-717.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -12.3% | +28.9% | -41.2% | -13.8% |
| 3M | -20.5% | +19.1% | -39.7% | -21.7% |
| 6M | -18.5% | -10.3% | -8.3% | -18.4% |
| YTD | -18.2% | +24.2% | -42.4% | -20.0% |
| 1Y | -27.5% | +116.5% | -144.0% | -31.9% |
| 3Y | +38.1% | +742.8% | -704.7% | +16.6% |
| All | +47.0% | +764.1% | -717.1% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling