+204.4%
RSP vs IBN
+312.4%
-108.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -1.5% | -2.3% | +0.8% | -0.9% |
| 3M | +4.8% | +15.9% | -11.1% | +0.4% |
| 6M | +10.3% | +5.6% | +4.7% | +8.3% |
| YTD | +14.1% | -0.1% | +14.1% | +13.6% |
| 1Y | +17.0% | -6.5% | +23.6% | +18.6% |
| 3Y | +54.2% | +29.3% | +24.9% | +40.7% |
| 5Y | +51.5% | +56.6% | -5.1% | +29.7% |
| 10Y | +204.4% | +314.4% | -110.0% | +107.5% |
| All | +204.4% | +312.4% | -108.0% | +107.5% |
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 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