+314.2%
IBN vs RRC
+4.5%
+309.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -5.1% | -1.7% | -3.4% | -5.0% |
| 30D | -3.5% | +3.6% | -7.1% | -3.8% |
| 3M | +11.3% | +8.8% | +2.5% | +10.5% |
| 6M | +4.4% | +0.8% | +3.6% | +4.1% |
| YTD | -1.8% | +19.0% | -20.8% | -3.6% |
| 1Y | -8.0% | +22.9% | -30.9% | -10.0% |
| 3Y | +27.1% | +32.3% | -5.2% | +22.3% |
| 5Y | +54.5% | +151.6% | -97.1% | +37.9% |
| 10Y | +314.2% | +5.5% | +308.7% | +291.7% |
| All | +314.2% | +4.5% | +309.7% | +291.7% |
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