+51.5%
RSP vs IBN
+56.7%
-5.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.2% |
| 7D | -0.4% | -2.2% | +1.8% | +0.3% |
| 30D | -1.5% | -2.3% | +0.8% | -0.8% |
| 3M | +4.8% | +15.9% | -11.1% | -0.3% |
| 6M | +10.3% | +5.6% | +4.7% | +8.0% |
| YTD | +14.1% | -0.1% | +14.1% | +13.5% |
| 1Y | +17.0% | -6.5% | +23.6% | +18.8% |
| 3Y | +54.2% | +29.3% | +24.9% | +36.4% |
| 5Y | +51.5% | +56.6% | -5.1% | +21.4% |
| All | +51.5% | +56.7% | -5.2% | +21.4% |
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