+89.5%
RSG vs IBN
+52.7%
+36.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.8% | -5.5% | +3.7% | -1.0% |
| 30D | +2.8% | -3.4% | +6.2% | +3.2% |
| 3M | +4.3% | +8.7% | -4.4% | +2.9% |
| 6M | -0.5% | +3.7% | -4.2% | -1.3% |
| YTD | +5.2% | -2.4% | +7.6% | +5.3% |
| 1Y | -2.1% | -8.1% | +5.9% | -1.1% |
| 3Y | +56.5% | +26.3% | +30.2% | +48.1% |
| 5Y | +89.5% | +54.9% | +34.6% | +70.7% |
| All | +89.5% | +52.7% | +36.8% | +70.7% |
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