+109.9%
IP vs RL
+1,366.2%
-1,256.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.5% |
| 7D | -5.3% | -0.8% | -4.5% | -5.0% |
| 30D | -10.9% | -7.8% | -3.1% | -8.4% |
| 3M | +11.2% | -4.0% | +15.2% | +12.8% |
| 6M | -10.2% | -1.9% | -8.3% | -9.9% |
| YTD | -2.0% | -0.2% | -1.8% | -2.3% |
| 1Y | -19.1% | +10.7% | -29.8% | -22.2% |
| 3Y | +20.9% | +210.8% | -189.9% | -20.4% |
| 5Y | -17.8% | +238.2% | -256.0% | -49.1% |
| 10Y | +23.5% | +313.4% | -289.9% | -33.6% |
| All | +109.9% | +1,366.2% | -1,256.3% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling