+21.2%
IP vs RRX
+214.6%
-193.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | +0.1% | +4.3% | -4.2% | -1.7% |
| 30D | -11.2% | -8.0% | -3.2% | -8.1% |
| 3M | +12.3% | -22.0% | +34.3% | +22.6% |
| 6M | -5.2% | -11.9% | +6.6% | -3.7% |
| YTD | -4.0% | +17.1% | -21.1% | -15.1% |
| 1Y | -19.2% | +14.9% | -34.1% | -28.5% |
| 3Y | +20.3% | +6.9% | +13.4% | +1.9% |
| 5Y | -17.5% | +19.6% | -37.0% | -37.9% |
| 10Y | +21.2% | +215.9% | -194.8% | -49.6% |
| All | +21.2% | +214.6% | -193.4% | -49.6% |
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