-12.3%
IP vs RRC
+129.3%
-141.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.5% |
| 7D | -5.0% | -6.9% | +1.9% | -4.1% |
| 30D | +6.5% | +25.4% | -18.9% | +3.2% |
| 3M | -18.0% | +31.9% | -49.9% | -21.2% |
| 6M | +10.3% | +17.2% | -6.9% | +7.4% |
| YTD | -9.9% | +43.4% | -53.3% | -15.5% |
| 1Y | -1.1% | +36.7% | -37.8% | -6.5% |
| 3Y | +13.0% | +38.8% | -25.8% | +4.7% |
| 5Y | -12.3% | +118.3% | -130.5% | -21.4% |
| All | -12.3% | +129.3% | -141.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling