-0.8%
IP vs RRX
+23.5%
-24.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.4% |
| 7D | -5.1% | +7.5% | -12.6% | -7.1% |
| 30D | +8.5% | +3.0% | +5.5% | +7.3% |
| 3M | -13.8% | -5.3% | -8.5% | -13.0% |
| 6M | +5.7% | -26.6% | +32.4% | +12.6% |
| YTD | -9.1% | +21.2% | -30.3% | -18.7% |
| 1Y | -0.8% | +25.9% | -26.8% | -12.3% |
| All | -0.8% | +23.5% | -24.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling