+2,759.5%
RBA vs IBN
+1,532.9%
+1,226.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | -12.3% | -0.3% | -12.0% | -12.3% |
| 3M | -20.5% | +17.1% | -37.6% | -22.4% |
| 6M | -18.5% | +3.4% | -21.9% | -19.0% |
| YTD | -18.2% | +2.5% | -20.8% | -18.7% |
| 1Y | -27.5% | -4.2% | -23.3% | -27.2% |
| 3Y | +38.1% | +32.4% | +5.7% | +31.4% |
| 5Y | +44.8% | +59.2% | -14.4% | +33.3% |
| 10Y | +187.1% | +345.7% | -158.5% | +120.4% |
| All | +2,759.5% | +1,532.9% | +1,226.6% | +1,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling