+397.6%
IBN vs RRC
+73.1%
+324.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.9% | +6.4% | -4.5% | +1.4% |
| 30D | +22.1% | +23.9% | -1.8% | +19.9% |
| 3M | +17.1% | +30.2% | -13.1% | +14.5% |
| 6M | +35.5% | +26.3% | +9.3% | +32.7% |
| YTD | +16.8% | +48.1% | -31.3% | +12.6% |
| 1Y | +12.4% | +37.7% | -25.3% | +8.9% |
| 3Y | +58.0% | +60.3% | -2.2% | +49.9% |
| 5Y | +73.7% | +135.3% | -61.6% | +56.4% |
| All | +397.6% | +73.1% | +324.6% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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