+44.9%
RBA vs IFF
-39.2%
+84.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +8.3% | -9.4% | +17.8% | +10.1% |
| 3M | +10.5% | -3.0% | +13.5% | +11.0% |
| 6M | -5.9% | +5.8% | -11.7% | -7.4% |
| YTD | -6.9% | +22.4% | -29.2% | -12.0% |
| 1Y | -4.9% | +23.0% | -27.9% | -10.3% |
| 3Y | +64.5% | +21.8% | +42.7% | +51.9% |
| All | +44.9% | -39.2% | +84.1% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling