+2,646.9%
RL vs IBN
+1,726.4%
+920.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.4% |
| 7D | -4.2% | +15.1% | -19.2% | -7.4% |
| 30D | +4.3% | +21.6% | -17.4% | -0.6% |
| 3M | -4.6% | +11.2% | -15.8% | -7.1% |
| 6M | +1.7% | +27.8% | -26.0% | -4.2% |
| YTD | +7.3% | +14.7% | -7.3% | +3.8% |
| 1Y | +20.8% | +14.4% | +6.4% | +16.8% |
| 3Y | +247.0% | +52.1% | +194.9% | +211.2% |
| 5Y | +225.5% | +70.7% | +154.7% | +184.4% |
| 10Y | +363.0% | +385.5% | -22.5% | +209.6% |
| All | +2,646.9% | +1,726.4% | +920.5% | +1,187.6% |
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 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