+26.0%
RBA vs IFF
+30.1%
-4.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.6% |
| 30D | -13.0% | -0.9% | -12.1% | -12.9% |
| 3M | -23.1% | +11.8% | -35.0% | -24.3% |
| 6M | -22.6% | +16.5% | -39.1% | -24.4% |
| YTD | -20.4% | +26.5% | -46.9% | -23.9% |
| 1Y | -29.6% | +32.7% | -62.3% | -33.4% |
| All | +26.0% | +30.1% | -4.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling