+23.9%
IP vs RNG
+135.4%
-111.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.7% |
| 7D | -5.3% | +5.8% | -11.0% | -6.0% |
| 30D | -10.9% | +19.6% | -30.5% | -13.1% |
| 3M | +11.2% | +67.0% | -55.9% | +2.9% |
| 6M | -10.2% | +88.4% | -98.6% | -18.9% |
| YTD | -2.0% | +155.5% | -157.5% | -16.5% |
| 1Y | -19.1% | +141.7% | -160.8% | -30.7% |
| All | +23.9% | +135.4% | -111.4% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling