+531.8%
RVMD vs IBN
+25.8%
+506.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -0.7% | -5.1% | +4.4% | +1.1% |
| 30D | +0.3% | -3.5% | +3.9% | +1.5% |
| 3M | +38.9% | +11.3% | +27.6% | +33.2% |
| 6M | +108.1% | +4.4% | +103.7% | +104.2% |
| YTD | +160.7% | -1.8% | +162.5% | +160.9% |
| 1Y | +407.3% | -8.0% | +415.3% | +417.1% |
| All | +531.8% | +25.8% | +506.0% | +494.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling