+588.9%
RVMD vs IBN
+58.3%
+530.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | -3.0% | -3.0% | 0.0% | -1.5% |
| 30D | -0.7% | -1.5% | +0.8% | -0.1% |
| 3M | +36.5% | +7.9% | +28.6% | +30.9% |
| 6M | +104.6% | +8.6% | +96.0% | +95.4% |
| YTD | +155.8% | -0.6% | +156.4% | +154.9% |
| 1Y | +340.7% | -7.3% | +348.0% | +353.9% |
| 3Y | +519.9% | +26.2% | +493.7% | +421.2% |
| All | +588.9% | +58.3% | +530.6% | +385.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling