+121.9%
RNG vs IBN
+27.4%
+94.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.7% |
| 7D | -6.1% | -3.0% | -3.1% | -5.3% |
| 30D | +9.6% | -1.5% | +11.1% | +10.0% |
| 3M | +83.3% | +7.9% | +75.4% | +79.7% |
| 6M | +77.9% | +8.6% | +69.3% | +73.9% |
| YTD | +139.9% | -0.6% | +140.5% | +141.3% |
| 1Y | +121.7% | -7.3% | +129.0% | +126.5% |
| 3Y | +121.9% | +26.2% | +95.7% | +88.3% |
| All | +121.9% | +27.4% | +94.4% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling