+3,101.1%
RBA vs IBN
+1,726.4%
+1,374.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.0% |
| 7D | +4.3% | +15.1% | -10.8% | +2.1% |
| 30D | +16.3% | +21.6% | -5.3% | +12.9% |
| 3M | +1.3% | +11.2% | -9.9% | -0.3% |
| 6M | -11.1% | +27.8% | -38.8% | -14.3% |
| YTD | -8.5% | +14.7% | -23.1% | -10.5% |
| 1Y | -2.1% | +14.4% | -16.5% | -4.3% |
| 3Y | +44.6% | +52.1% | -7.5% | +34.7% |
| 5Y | +36.8% | +70.7% | -33.9% | +24.7% |
| 10Y | +227.3% | +385.5% | -158.2% | +148.2% |
| All | +3,101.1% | +1,726.4% | +1,374.7% | +1,817.1% |
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 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