+2.0%
RDW vs IBN
+101.6%
-99.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.2% |
| 7D | +0.9% | -3.0% | +3.9% | +2.3% |
| 30D | -21.3% | -1.5% | -19.8% | -20.8% |
| 3M | -37.9% | +7.9% | -45.8% | -40.6% |
| 6M | +12.3% | +8.6% | +3.6% | +7.3% |
| YTD | +39.7% | -0.6% | +40.3% | +38.8% |
| 1Y | +25.7% | -7.3% | +33.0% | +28.4% |
| 3Y | +230.8% | +26.2% | +204.6% | +183.5% |
| 5Y | -8.8% | +57.8% | -66.6% | -30.1% |
| All | +2.0% | +101.6% | -99.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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