-12.3%
IP vs RL
+232.3%
-244.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.4% | -1.0% |
| 7D | -5.0% | -4.7% | -0.3% | -3.2% |
| 30D | +6.5% | +3.6% | +3.0% | +5.0% |
| 3M | -18.0% | +0.5% | -18.6% | -18.5% |
| 6M | +10.3% | +6.6% | +3.7% | +7.0% |
| YTD | -9.9% | +8.8% | -18.7% | -13.3% |
| 1Y | -1.1% | +21.8% | -22.8% | -8.8% |
| 3Y | +13.0% | +245.8% | -232.8% | -30.7% |
| 5Y | -12.3% | +230.0% | -242.2% | -48.0% |
| All | -12.3% | +232.3% | -244.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling