+1,724.0%
IBN vs RRC
+3,853.7%
-2,129.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +14.6% | -10.3% | +24.9% | +16.9% |
| 30D | +23.5% | +19.5% | +4.1% | +18.5% |
| 3M | +14.0% | +27.9% | -13.9% | +7.7% |
| 6M | +31.1% | +21.2% | +10.0% | +24.9% |
| YTD | +16.6% | +39.6% | -23.0% | +7.2% |
| 1Y | +14.9% | +31.3% | -16.4% | +6.8% |
| 3Y | +56.9% | +51.9% | +4.9% | +37.9% |
| 5Y | +69.7% | +110.2% | -40.5% | +30.7% |
| 10Y | +365.4% | +56.7% | +308.7% | +220.4% |
| All | +1,724.0% | +3,853.7% | -2,129.7% | +1,013.5% |
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