-5.4%
RKT vs IBN
+73.5%
-78.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -9.0% | +1.9% | -10.8% | -9.9% |
| 30D | +30.2% | +22.1% | +8.1% | +16.5% |
| 3M | -8.8% | +17.1% | -25.9% | -16.7% |
| 6M | -0.9% | +35.5% | -36.5% | -16.4% |
| YTD | -29.2% | +16.8% | -46.0% | -35.5% |
| 1Y | -20.1% | +12.4% | -32.5% | -25.8% |
| 3Y | +81.3% | +58.0% | +23.3% | +30.6% |
| All | -5.4% | +73.5% | -78.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling