+22.4%
IP vs RMD
+349.2%
-326.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | +9.2% | +1.7% | +7.5% | +8.4% |
| 3M | -16.1% | +6.4% | -22.5% | -17.9% |
| 6M | +9.6% | +20.7% | -11.1% | +3.0% |
| YTD | -8.8% | -0.2% | -8.6% | -9.6% |
| 1Y | -5.5% | -4.5% | -1.0% | -5.1% |
| 3Y | +19.6% | +70.5% | -50.9% | -1.8% |
| 5Y | -13.5% | -1.6% | -11.8% | -17.7% |
| 10Y | +22.4% | +342.7% | -320.3% | -26.6% |
| All | +22.4% | +349.2% | -326.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling