+17.9%
RRX vs IBN
+54.0%
-36.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.6% |
| 7D | -0.7% | -5.1% | +4.4% | +2.0% |
| 30D | -8.0% | -3.5% | -4.4% | -6.3% |
| 3M | -25.1% | +11.3% | -36.4% | -29.4% |
| 6M | -18.3% | +4.4% | -22.7% | -20.3% |
| YTD | +14.2% | -1.8% | +16.0% | +14.8% |
| 1Y | +13.0% | -8.0% | +21.0% | +16.6% |
| 3Y | +4.2% | +27.1% | -22.9% | -11.8% |
| 5Y | +17.9% | +54.5% | -36.6% | -12.7% |
| All | +17.9% | +54.0% | -36.1% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling