+20.7%
RL vs IBN
+16.2%
+4.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.3% |
| 7D | +1.3% | +15.8% | -14.4% | -6.4% |
| 30D | +7.6% | +25.1% | -17.4% | -5.1% |
| 3M | -1.5% | +16.0% | -17.5% | -9.2% |
| 6M | +12.1% | +32.8% | -20.7% | -5.9% |
| YTD | +13.9% | +18.0% | -4.1% | -2.2% |
| 1Y | +20.7% | +15.9% | +4.8% | +3.5% |
| All | +20.7% | +16.2% | +4.5% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling