-12.3%
IP vs RMD
-4.5%
-7.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -5.0% | -5.3% | +0.4% | -3.9% |
| 30D | +6.5% | +8.4% | -1.9% | +4.3% |
| 3M | -18.0% | +7.1% | -25.2% | -19.6% |
| 6M | +10.3% | +15.8% | -5.5% | +6.0% |
| YTD | -9.9% | +0.2% | -10.0% | -10.6% |
| 1Y | -1.1% | -1.4% | +0.3% | -1.4% |
| 3Y | +13.0% | +61.3% | -48.3% | -0.7% |
| 5Y | -12.3% | -3.9% | -8.4% | -16.5% |
| All | -12.3% | -4.5% | -7.8% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling