-27.1%
RKT vs IBN
+219.9%
-247.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.8% |
| 7D | -6.3% | -3.0% | -3.3% | -5.1% |
| 30D | -6.2% | -1.5% | -4.7% | -5.7% |
| 3M | -1.9% | +7.9% | -9.8% | -5.0% |
| 6M | -13.0% | +8.6% | -21.6% | -15.8% |
| YTD | -31.9% | -0.6% | -31.4% | -32.0% |
| 1Y | -37.6% | -7.3% | -30.2% | -36.2% |
| 3Y | +36.8% | +26.2% | +10.6% | +21.4% |
| 5Y | -9.7% | +57.8% | -67.6% | -26.6% |
| All | -27.1% | +219.9% | -247.0% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling