+23.7%
IP vs RNG
+247.5%
-223.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | 0.0% | -6.0% | +6.0% | +0.7% |
| 30D | +9.4% | -7.4% | +16.7% | +10.2% |
| 3M | -14.1% | +14.6% | -28.6% | -15.7% |
| 6M | +9.2% | +61.5% | -52.4% | +2.2% |
| YTD | -7.5% | +155.7% | -163.2% | -19.0% |
| 1Y | -2.8% | +172.5% | -175.3% | -15.5% |
| 3Y | +21.2% | +168.0% | -146.8% | +3.2% |
| 5Y | -11.5% | -73.8% | +62.3% | -11.9% |
| 10Y | +23.7% | +240.3% | -216.6% | -19.4% |
| All | +23.7% | +247.5% | -223.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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