+34.2%
IBN vs RRC
+25.7%
+8.5%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | +11.1% | -0.5% | +11.6% | +11.1% |
| 30D | +23.9% | +25.2% | -1.4% | +24.4% |
| 3M | +16.3% | +27.8% | -11.5% | +16.9% |
| 6M | +34.2% | +27.2% | +7.0% | +32.6% |
| All | +34.2% | +25.7% | +8.5% | +32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling