+3,458.0%
RBA vs IFF
+248.6%
+3,209.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -1.9% | -3.0% | +1.1% | -1.2% |
| 30D | -13.0% | -0.9% | -12.1% | -12.8% |
| 3M | -23.1% | +11.8% | -35.0% | -25.6% |
| 6M | -22.6% | +16.5% | -39.1% | -26.5% |
| YTD | -20.4% | +26.5% | -46.9% | -26.3% |
| 1Y | -29.6% | +32.7% | -62.3% | -35.8% |
| 3Y | +26.6% | +32.0% | -5.5% | +13.5% |
| 5Y | +38.2% | -36.1% | +74.3% | +45.9% |
| 10Y | +194.7% | -20.1% | +214.8% | +181.0% |
| All | +3,458.0% | +248.6% | +3,209.5% | +2,289.3% |
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