+496.2%
RVMD vs IBN
+137.8%
+358.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -10.4% | +1.9% | -12.3% | -11.0% |
| 30D | -11.0% | +22.1% | -33.1% | -17.8% |
| 3M | -14.7% | +17.1% | -31.8% | -20.1% |
| 6M | +14.9% | +35.5% | -20.6% | +1.4% |
| YTD | +116.3% | +16.8% | +99.5% | +102.1% |
| 1Y | +167.6% | +12.4% | +155.2% | +153.9% |
| 3Y | +776.8% | +58.0% | +718.8% | +615.1% |
| 5Y | +424.8% | +73.7% | +351.1% | +310.1% |
| All | +496.2% | +137.8% | +358.4% | +374.3% |
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