+211.0%
RSP vs IBN
+385.6%
-174.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | +1.9% | +0.5% | +1.8% |
| 30D | +4.3% | +22.1% | -17.8% | -1.7% |
| 3M | -0.3% | +17.1% | -17.4% | -4.9% |
| 6M | +9.8% | +35.5% | -25.7% | +0.3% |
| YTD | +16.8% | +16.8% | 0.0% | +11.1% |
| 1Y | +19.5% | +12.4% | +7.1% | +14.9% |
| 3Y | +65.1% | +58.0% | +7.1% | +41.7% |
| 5Y | +48.7% | +73.7% | -25.0% | +23.1% |
| All | +211.0% | +385.6% | -174.6% | +101.1% |
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 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