+56.6%
IBN vs RRC
+153.5%
-96.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -2.3% | +9.4% | -11.7% | -2.9% |
| 3M | +15.9% | +7.4% | +8.5% | +15.1% |
| 6M | +5.6% | +1.5% | +4.1% | +5.2% |
| YTD | -0.1% | +19.4% | -19.5% | -2.0% |
| 1Y | -6.5% | +24.2% | -30.8% | -8.9% |
| 3Y | +29.3% | +32.8% | -3.5% | +23.8% |
| 5Y | +56.6% | +152.9% | -96.3% | +36.4% |
| All | +56.6% | +153.5% | -96.9% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling