+4,787.4%
RSG vs IBN
+1,491.4%
+3,296.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.1% |
| 7D | -0.7% | -2.2% | +1.4% | -0.4% |
| 30D | +3.3% | -2.3% | +5.6% | +3.6% |
| 3M | +8.5% | +15.9% | -7.4% | +5.9% |
| 6M | -3.5% | +5.6% | -9.1% | -4.6% |
| YTD | +5.5% | -0.1% | +5.6% | +5.1% |
| 1Y | -1.7% | -6.5% | +4.8% | -1.1% |
| 3Y | +56.9% | +29.3% | +27.6% | +49.0% |
| 5Y | +89.4% | +56.6% | +32.8% | +73.1% |
| 10Y | +412.5% | +314.4% | +98.2% | +287.3% |
| All | +4,787.4% | +1,491.4% | +3,296.0% | +2,729.5% |
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