-12.4%
IP vs RNG
-69.1%
+56.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -5.1% | -11.3% | +6.3% | -3.6% |
| 30D | +8.5% | -5.7% | +14.2% | +9.2% |
| 3M | -13.8% | +16.8% | -30.6% | -15.9% |
| 6M | +5.7% | +58.5% | -52.7% | -1.7% |
| YTD | -9.1% | +151.3% | -160.4% | -21.8% |
| 1Y | -0.8% | +169.0% | -169.8% | -15.6% |
| 3Y | +14.8% | +156.9% | -142.1% | -4.5% |
| All | -12.4% | -69.1% | +56.8% | -20.3% |
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