+337.2%
IP vs RRC
+1,519.2%
-1,182.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.9% |
| 7D | +3.4% | -6.8% | +10.2% | +4.2% |
| 30D | +11.2% | +34.7% | -23.5% | +7.2% |
| 3M | -14.8% | +31.5% | -46.3% | -17.8% |
| 6M | +17.3% | +21.8% | -4.5% | +13.9% |
| YTD | -6.2% | +48.9% | -55.0% | -11.3% |
| 1Y | +2.3% | +42.1% | -39.7% | -2.8% |
| 3Y | +17.7% | +44.1% | -26.5% | +10.4% |
| 5Y | -8.4% | +137.8% | -146.2% | -21.0% |
| 10Y | +32.1% | +74.1% | -42.0% | +4.8% |
| All | +337.2% | +1,519.2% | -1,182.0% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling