+12.4%
IBN vs RRC
+36.3%
-23.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.5% |
| 7D | +1.9% | +6.4% | -4.5% | +2.5% |
| 30D | +22.1% | +23.9% | -1.8% | +24.5% |
| 3M | +17.1% | +30.2% | -13.1% | +20.1% |
| 6M | +35.5% | +26.3% | +9.3% | +38.1% |
| YTD | +16.8% | +48.1% | -31.3% | +19.6% |
| 1Y | +12.4% | +37.7% | -25.3% | +16.4% |
| All | +12.4% | +36.3% | -23.9% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling