+1,142.9%
RSP vs IBN
+4,719.6%
-3,576.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.4% |
| 7D | +0.7% | +15.8% | -15.0% | -3.3% |
| 30D | +3.7% | +25.1% | -21.4% | -2.6% |
| 3M | +0.7% | +16.0% | -15.3% | -3.5% |
| 6M | +9.0% | +32.8% | -23.7% | +0.6% |
| YTD | +16.7% | +18.0% | -1.3% | +10.9% |
| 1Y | +19.0% | +15.9% | +3.1% | +13.6% |
| 3Y | +64.7% | +57.6% | +7.1% | +43.1% |
| 5Y | +49.6% | +74.7% | -25.1% | +25.5% |
| 10Y | +213.2% | +373.9% | -160.8% | +88.5% |
| All | +1,142.9% | +4,719.6% | -3,576.7% | +301.0% |
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