+4,062.6%
RBA vs IFF
+237.1%
+3,825.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.7% |
| 7D | +1.7% | -1.8% | +3.5% | +2.2% |
| 30D | +8.3% | -9.4% | +17.8% | +10.9% |
| 3M | +10.5% | -3.0% | +13.5% | +11.2% |
| 6M | -5.9% | +5.8% | -11.7% | -7.9% |
| YTD | -6.9% | +22.4% | -29.2% | -13.2% |
| 1Y | -4.9% | +23.0% | -27.9% | -11.5% |
| 3Y | +64.5% | +21.8% | +42.7% | +50.6% |
| 5Y | +46.1% | -39.2% | +85.3% | +56.4% |
| 10Y | +208.2% | -12.4% | +220.6% | +186.7% |
| All | +4,062.6% | +237.1% | +3,825.5% | +2,714.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling