+56.6%
IBN vs RVTY
-32.1%
+88.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -2.3% | +10.8% | -13.1% | -4.0% |
| 3M | +15.9% | +26.8% | -10.9% | +11.0% |
| 6M | +5.6% | +39.3% | -33.7% | -0.7% |
| YTD | -0.1% | +31.6% | -31.7% | -5.5% |
| 1Y | -6.5% | +47.7% | -54.2% | -13.7% |
| 3Y | +29.3% | +19.9% | +9.4% | +21.3% |
| 5Y | +56.6% | -32.3% | +88.9% | +66.7% |
| All | +56.6% | -32.1% | +88.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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