+1,739.3%
IBN vs RVTY
+489.8%
+1,249.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +11.1% | -0.7% | +11.9% | +11.3% |
| 30D | +23.9% | +1.7% | +22.1% | +22.5% |
| 3M | +16.3% | +36.8% | -20.5% | +3.4% |
| 6M | +34.2% | +60.1% | -25.9% | +12.4% |
| YTD | +17.6% | +64.0% | -46.4% | -3.5% |
| 1Y | +13.8% | +68.2% | -54.4% | -7.6% |
| 3Y | +57.0% | +88.8% | -31.8% | +16.6% |
| 5Y | +75.3% | -10.5% | +85.9% | +64.7% |
| 10Y | +388.7% | +219.7% | +169.0% | +175.3% |
| All | +1,739.3% | +489.8% | +1,249.5% | +691.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling