+1,127.7%
RSP vs IBN
+4,086.8%
-2,959.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | +4.3% | +17.1% | -12.8% | -0.2% |
| 6M | +8.8% | +3.4% | +5.4% | +7.6% |
| YTD | +15.3% | +2.5% | +12.7% | +14.0% |
| 1Y | +18.3% | -4.2% | +22.4% | +19.0% |
| 3Y | +52.8% | +32.4% | +20.4% | +39.3% |
| 5Y | +51.7% | +59.2% | -7.5% | +30.5% |
| 10Y | +208.5% | +345.7% | -137.2% | +88.4% |
| All | +1,127.7% | +4,086.8% | -2,959.0% | +312.2% |
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