+2,454.6%
RL vs IBN
+1,532.9%
+921.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -7.8% | -0.3% | -7.4% | -7.7% |
| 3M | -4.0% | +17.1% | -21.1% | -7.6% |
| 6M | -1.9% | +3.4% | -5.3% | -2.6% |
| YTD | -0.2% | +2.5% | -2.7% | -0.8% |
| 1Y | +10.7% | -4.2% | +14.8% | +11.6% |
| 3Y | +210.8% | +32.4% | +178.4% | +188.4% |
| 5Y | +238.2% | +59.2% | +179.0% | +200.6% |
| 10Y | +313.4% | +345.7% | -32.3% | +181.9% |
| All | +2,454.6% | +1,532.9% | +921.7% | +1,131.5% |
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 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