-22.2%
RKT vs IBN
+229.8%
-252.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.1% | +1.4% | +0.7% | +1.5% |
| 30D | +1.4% | -0.3% | +1.8% | +1.5% |
| 3M | +6.3% | +17.1% | -10.8% | -0.5% |
| 6M | -15.5% | +3.4% | -18.9% | -16.7% |
| YTD | -27.4% | +2.5% | -29.9% | -28.3% |
| 1Y | -26.6% | -4.2% | -22.4% | -26.0% |
| 3Y | +41.2% | +32.4% | +8.8% | +22.9% |
| 5Y | -6.4% | +59.2% | -65.6% | -24.5% |
| All | -22.2% | +229.8% | -252.0% | -57.3% |
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