+287.7%
RNG vs IBN
+478.0%
-190.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.8% | -3.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | +11.4% | -2.3% | +13.7% | +12.0% |
| 3M | +72.1% | +15.9% | +56.2% | +65.0% |
| 6M | +67.9% | +5.6% | +62.3% | +64.9% |
| YTD | +144.3% | -0.1% | +144.4% | +143.6% |
| 1Y | +117.5% | -6.5% | +124.1% | +120.3% |
| 3Y | +123.9% | +29.3% | +94.6% | +105.0% |
| 5Y | -70.1% | +56.6% | -126.7% | -73.8% |
| 10Y | +215.9% | +314.4% | -98.5% | +108.5% |
| All | +287.7% | +478.0% | -190.3% | +134.1% |
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 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