+210.9%
RL vs IBN
+29.3%
+181.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +1.9% | -2.2% | +4.1% | +2.6% |
| 30D | -12.2% | -2.3% | -9.9% | -11.6% |
| 3M | -6.6% | +15.9% | -22.5% | -11.2% |
| 6M | +3.2% | +5.6% | -2.4% | +0.6% |
| YTD | -1.3% | -0.1% | -1.2% | -2.6% |
| 1Y | +13.6% | -6.5% | +20.1% | +13.4% |
| 3Y | +210.9% | +29.3% | +181.6% | +200.6% |
| All | +210.9% | +29.3% | +181.6% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling