+22.4%
IP vs RNG
+248.5%
-226.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -1.6% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | +9.2% | -3.8% | +13.0% | +9.5% |
| 3M | -16.1% | +18.6% | -34.7% | -18.0% |
| 6M | +9.6% | +69.2% | -59.6% | +2.0% |
| YTD | -8.8% | +161.9% | -170.7% | -20.3% |
| 1Y | -5.5% | +176.2% | -181.7% | -18.0% |
| 3Y | +19.6% | +174.5% | -154.9% | +1.6% |
| 5Y | -13.5% | -71.9% | +58.5% | -14.4% |
| 10Y | +22.4% | +235.4% | -213.0% | -20.8% |
| All | +22.4% | +248.5% | -226.1% | -20.8% |
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