+1,143.3%
RSP vs IBN
+4,660.2%
-3,516.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.8% |
| 7D | +0.4% | +14.6% | -14.2% | -3.3% |
| 30D | +3.7% | +23.5% | -19.8% | -2.2% |
| 3M | +0.8% | +14.0% | -13.2% | -3.0% |
| 6M | +9.1% | +31.1% | -22.1% | +1.0% |
| YTD | +16.7% | +16.6% | +0.2% | +11.3% |
| 1Y | +19.7% | +14.9% | +4.8% | +14.6% |
| 3Y | +66.7% | +56.9% | +9.8% | +45.0% |
| 5Y | +48.7% | +69.7% | -21.0% | +25.8% |
| 10Y | +215.6% | +365.4% | -149.8% | +90.9% |
| All | +1,143.3% | +4,660.2% | -3,516.9% | +302.5% |
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