+22.6%
IP vs RNG
+234.2%
-211.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.6% |
| 7D | -5.3% | +5.8% | -11.0% | -5.9% |
| 30D | -10.9% | +19.6% | -30.5% | -12.8% |
| 3M | +11.2% | +67.0% | -55.9% | +4.1% |
| 6M | -10.2% | +88.4% | -98.6% | -17.7% |
| YTD | -2.0% | +155.5% | -157.5% | -14.1% |
| 1Y | -19.1% | +141.7% | -160.8% | -28.8% |
| 3Y | +20.9% | +131.1% | -110.2% | +4.4% |
| 5Y | -17.8% | -70.6% | +52.8% | -18.7% |
| All | +22.6% | +234.2% | -211.5% | -26.2% |
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