+31.5%
RBA vs IBN
+34.1%
-2.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.2% |
| 30D | -12.3% | -0.3% | -12.0% | -12.3% |
| 3M | -20.5% | +17.1% | -37.6% | -22.5% |
| 6M | -18.5% | +3.4% | -21.9% | -19.4% |
| YTD | -18.2% | +2.5% | -20.8% | -19.0% |
| 1Y | -27.5% | -4.2% | -23.3% | -27.7% |
| All | +31.5% | +34.1% | -2.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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