+1,739.3%
IBN vs RRC
+4,097.3%
-2,358.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +11.1% | -0.5% | +11.6% | +11.1% |
| 30D | +23.9% | +25.2% | -1.4% | +17.8% |
| 3M | +16.3% | +27.8% | -11.5% | +10.0% |
| 6M | +34.2% | +27.2% | +7.0% | +26.6% |
| YTD | +17.6% | +48.2% | -30.6% | +6.8% |
| 1Y | +13.8% | +34.7% | -20.9% | +5.3% |
| 3Y | +57.0% | +62.2% | -5.2% | +36.2% |
| 5Y | +75.3% | +130.9% | -55.6% | +32.6% |
| 10Y | +388.7% | +73.4% | +315.2% | +228.3% |
| All | +1,739.3% | +4,097.3% | -2,358.0% | +1,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling