+26.5%
IP vs RRC
+59.4%
-32.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.3% |
| 7D | -5.1% | -10.8% | +5.8% | -3.4% |
| 30D | +8.5% | +22.3% | -13.8% | +4.8% |
| 3M | -13.8% | +26.6% | -40.5% | -17.3% |
| 6M | +5.7% | +18.9% | -13.2% | +2.1% |
| YTD | -9.1% | +39.2% | -48.3% | -15.0% |
| 1Y | -0.8% | +34.0% | -34.8% | -6.7% |
| 3Y | +14.8% | +42.0% | -27.2% | +5.4% |
| 5Y | -11.5% | +111.9% | -123.4% | -26.7% |
| All | +26.5% | +59.4% | -32.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling