-16.1%
IP vs RNG
-70.5%
+54.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | +11.2% | +67.0% | -55.9% | +3.4% |
| 6M | -10.2% | +88.4% | -98.6% | -18.4% |
| YTD | -2.0% | +155.5% | -157.5% | -15.4% |
| 1Y | -19.1% | +141.7% | -160.8% | -29.8% |
| 3Y | +20.9% | +131.1% | -110.2% | +2.4% |
| All | -16.1% | -70.5% | +54.4% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling