+17.3%
IP vs RRC
+22.3%
-5.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +0.8% |
| 7D | +3.4% | -6.8% | +10.2% | +2.1% |
| 30D | +11.2% | +34.7% | -23.5% | +20.2% |
| 3M | -14.8% | +31.5% | -46.3% | -8.2% |
| 6M | +17.3% | +21.8% | -4.5% | +14.6% |
| All | +17.3% | +22.3% | -5.0% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling