+605.1%
RVMD vs IBN
+102.4%
+502.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.5% |
| 7D | -3.0% | -3.0% | 0.0% | -1.8% |
| 30D | -0.7% | -1.5% | +0.8% | -0.2% |
| 3M | +36.5% | +7.9% | +28.6% | +32.2% |
| 6M | +104.6% | +8.6% | +96.0% | +97.5% |
| YTD | +155.8% | -0.6% | +156.4% | +155.3% |
| 1Y | +340.7% | -7.3% | +348.0% | +351.1% |
| 3Y | +519.9% | +26.2% | +493.7% | +452.9% |
| 5Y | +584.9% | +57.8% | +527.1% | +457.5% |
| All | +605.1% | +102.4% | +502.7% | +498.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling