+39.3%
IP vs RNG
+320.7%
-281.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -5.1% | -11.3% | +6.3% | -3.7% |
| 30D | +8.5% | -5.7% | +14.2% | +9.1% |
| 3M | -13.8% | +16.8% | -30.6% | -15.7% |
| 6M | +5.7% | +58.5% | -52.7% | -0.9% |
| YTD | -9.1% | +151.3% | -160.4% | -20.5% |
| 1Y | -0.8% | +169.0% | -169.8% | -14.0% |
| 3Y | +14.8% | +156.9% | -142.1% | -2.2% |
| 5Y | -11.5% | -69.0% | +57.5% | -11.5% |
| 10Y | +27.9% | +262.0% | -234.1% | -15.3% |
| All | +39.3% | +320.7% | -281.4% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling