-1.7%
IP vs RNG
+169.5%
-171.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | -3.0% | -6.2% | +3.2% | -2.4% |
| 30D | +10.6% | -8.0% | +18.6% | +11.3% |
| 3M | -13.6% | +15.7% | -29.3% | -15.0% |
| 6M | +10.4% | +60.3% | -49.9% | +4.4% |
| YTD | -6.5% | +153.8% | -160.3% | -16.5% |
| All | -1.7% | +169.5% | -171.1% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling