-22.1%
RMD vs IBN
+54.0%
-76.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -4.7% | -5.1% | +0.4% | -3.1% |
| 30D | +0.2% | -3.5% | +3.8% | +1.4% |
| 3M | +12.0% | +11.3% | +0.7% | +8.5% |
| 6M | -12.5% | +4.4% | -17.0% | -13.7% |
| YTD | -7.9% | -1.8% | -6.1% | -7.8% |
| 1Y | -20.4% | -8.0% | -12.4% | -18.9% |
| 3Y | +53.1% | +27.1% | +26.0% | +35.9% |
| 5Y | -22.1% | +54.5% | -76.6% | -37.1% |
| All | -22.1% | +54.0% | -76.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling