+38.1%
IP vs RNG
+333.2%
-295.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.4% |
| 7D | -5.0% | -11.2% | +6.2% | -3.7% |
| 30D | +6.5% | -3.8% | +10.3% | +6.9% |
| 3M | -18.0% | +21.1% | -39.2% | -20.1% |
| 6M | +10.3% | +56.2% | -45.9% | +3.5% |
| YTD | -9.9% | +158.8% | -168.6% | -21.4% |
| 1Y | -1.1% | +173.6% | -174.7% | -14.3% |
| 3Y | +13.0% | +163.9% | -150.9% | -4.0% |
| 5Y | -12.3% | -68.1% | +55.8% | -12.5% |
| 10Y | +26.8% | +272.7% | -245.9% | -16.3% |
| All | +38.1% | +333.2% | -295.1% | -10.8% |
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