+2.3%
IP vs RL
+34.3%
-32.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -1.0% |
| 7D | +3.4% | +5.8% | -2.4% | +0.2% |
| 30D | +11.2% | +12.7% | -1.5% | +4.2% |
| 3M | -14.8% | +9.3% | -24.1% | -19.2% |
| 6M | +17.3% | +16.9% | +0.4% | +7.5% |
| YTD | -6.2% | +17.5% | -23.6% | -14.5% |
| 1Y | +2.3% | +34.6% | -32.3% | -15.9% |
| All | +2.3% | +34.3% | -32.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling