-11.3%
RMD vs IBN
+3.3%
-14.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.7% |
| 30D | +2.2% | -0.3% | +2.5% | +2.4% |
| 3M | +17.8% | +17.1% | +0.7% | +8.8% |
| 6M | -11.3% | +3.4% | -14.7% | -13.5% |
| All | -11.3% | +3.3% | -14.6% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling