+1,882.2%
RBA vs IAG
+377.5%
+1,504.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -20.5% | +19.1% | -39.7% | -21.8% |
| 6M | -18.5% | -10.3% | -8.3% | -18.5% |
| YTD | -18.2% | +24.2% | -42.4% | -20.2% |
| 1Y | -27.5% | +116.5% | -144.0% | -32.1% |
| 3Y | +38.1% | +742.8% | -704.7% | +15.9% |
| 5Y | +44.8% | +753.3% | -708.5% | +18.5% |
| 10Y | +187.1% | +403.2% | -216.1% | +130.6% |
| All | +1,882.2% | +377.5% | +1,504.7% | +1,336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling