+388.7%
IBN vs RRC
+72.2%
+316.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +11.1% | -0.5% | +11.6% | +11.1% |
| 30D | +23.9% | +25.2% | -1.4% | +21.5% |
| 3M | +16.3% | +27.8% | -11.5% | +13.9% |
| 6M | +34.2% | +27.2% | +7.0% | +31.3% |
| YTD | +17.6% | +48.2% | -30.6% | +13.3% |
| 1Y | +13.8% | +34.7% | -20.9% | +10.6% |
| 3Y | +57.0% | +62.2% | -5.2% | +48.8% |
| 5Y | +75.3% | +130.9% | -55.6% | +58.2% |
| 10Y | +388.7% | +73.4% | +315.2% | +324.5% |
| All | +388.7% | +72.2% | +316.5% | +324.5% |
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