+206.0%
RRX vs IBN
+316.4%
-110.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.7% |
| 7D | -3.7% | -5.5% | +1.7% | -1.7% |
| 30D | -9.3% | -3.4% | -5.9% | -8.1% |
| 3M | -21.8% | +8.7% | -30.5% | -24.3% |
| 6M | -22.0% | +3.7% | -25.7% | -23.1% |
| YTD | +11.9% | -2.4% | +14.3% | +12.9% |
| 1Y | +11.6% | -8.1% | +19.7% | +14.6% |
| 3Y | +2.2% | +26.3% | -24.2% | -7.6% |
| 5Y | +14.9% | +54.9% | -40.1% | -3.6% |
| All | +206.0% | +316.4% | -110.4% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling