+26.8%
IP vs RRX
+238.3%
-211.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -4.0% | 0.0% |
| 7D | -3.0% | +12.3% | -15.4% | -8.4% |
| 30D | +10.6% | +9.5% | +1.1% | +5.3% |
| 3M | -13.6% | +1.8% | -15.4% | -15.4% |
| 6M | +10.4% | -15.3% | +25.8% | +14.6% |
| YTD | -6.5% | +29.6% | -36.1% | -21.9% |
| 1Y | -2.1% | +34.1% | -36.2% | -19.8% |
| 3Y | +22.0% | +74.0% | -52.0% | -19.3% |
| 5Y | -9.7% | +14.7% | -24.4% | -29.5% |
| 10Y | +26.8% | +229.4% | -202.6% | -48.1% |
| All | +26.8% | +238.3% | -211.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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