+2,949.0%
RMD vs IBN
+1,532.9%
+1,416.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | +17.8% | +17.1% | +0.7% | +14.5% |
| 6M | -11.3% | +3.4% | -14.7% | -11.9% |
| YTD | -4.4% | +2.5% | -7.0% | -5.0% |
| 1Y | -15.7% | -4.2% | -11.6% | -15.3% |
| 3Y | +47.7% | +32.4% | +15.3% | +39.1% |
| 5Y | -19.2% | +59.2% | -78.4% | -26.8% |
| 10Y | +280.4% | +345.7% | -65.3% | +176.7% |
| All | +2,949.0% | +1,532.9% | +1,416.1% | +1,551.3% |
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