+61.0%
RSP vs IBN
+51.2%
+9.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | -1.0% | +15.1% | -16.1% | -4.0% |
| 30D | +2.6% | +21.6% | -19.1% | -1.7% |
| 3M | -0.8% | +11.2% | -12.0% | -3.1% |
| 6M | +6.3% | +27.8% | -21.5% | +0.7% |
| YTD | +14.1% | +14.7% | -0.5% | +10.2% |
| 1Y | +18.0% | +14.4% | +3.6% | +14.0% |
| 3Y | +61.0% | +52.1% | +8.9% | +47.8% |
| All | +61.0% | +51.2% | +9.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling