+199.9%
RBA vs IFF
-20.3%
+220.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +0.1% | -3.2% | +3.2% | +0.7% |
| 30D | -2.9% | -0.3% | -2.6% | -2.9% |
| 3M | -20.9% | +8.4% | -29.4% | -22.7% |
| 6M | -17.7% | +23.0% | -40.7% | -22.3% |
| YTD | -18.2% | +25.5% | -43.6% | -23.5% |
| 1Y | -29.1% | +29.1% | -58.2% | -34.3% |
| 3Y | +29.5% | +31.7% | -2.1% | +17.0% |
| 5Y | +40.2% | -35.2% | +75.5% | +47.7% |
| All | +199.9% | -20.3% | +220.2% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling