+1,504.3%
IBN vs RRC
+3,291.2%
-1,786.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | -0.3% | +10.1% | -10.4% | -2.3% |
| 3M | +17.1% | +4.0% | +13.1% | +15.9% |
| 6M | +3.4% | +1.6% | +1.8% | +2.4% |
| YTD | +2.5% | +19.7% | -17.2% | -2.1% |
| 1Y | -4.2% | +21.4% | -25.6% | -9.2% |
| 3Y | +32.4% | +29.7% | +2.7% | +20.6% |
| 5Y | +59.2% | +153.9% | -94.7% | +17.5% |
| 10Y | +345.7% | +10.8% | +334.9% | +236.2% |
| All | +1,504.3% | +3,291.2% | -1,786.9% | +916.8% |
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