-11.1%
RBA vs IBN
+27.5%
-38.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.9% |
| 7D | +4.3% | +15.1% | -10.8% | -1.7% |
| 30D | +16.3% | +21.6% | -5.3% | +7.4% |
| 3M | +1.3% | +11.2% | -9.9% | -3.2% |
| 6M | -11.1% | +27.8% | -38.8% | -19.1% |
| All | -11.1% | +27.5% | -38.6% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling