+22.9%
IP vs RRC
+10.9%
+12.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -10.9% | +10.1% | -21.0% | -12.2% |
| 3M | +11.2% | +4.0% | +7.2% | +10.2% |
| 6M | -10.2% | +1.6% | -11.8% | -11.1% |
| YTD | -2.0% | +19.7% | -21.7% | -5.7% |
| 1Y | -19.1% | +21.4% | -40.5% | -22.5% |
| 3Y | +20.9% | +29.7% | -8.8% | +12.8% |
| 5Y | -17.8% | +153.9% | -171.7% | -33.8% |
| All | +22.9% | +10.9% | +12.1% | -20.2% |
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