+22.1%
IP vs RRX
+70.4%
-48.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.8% |
| 7D | -2.8% | +5.4% | -8.2% | -4.3% |
| 30D | +9.2% | +12.0% | -2.8% | +5.1% |
| 3M | -16.1% | +6.1% | -22.3% | -18.2% |
| 6M | +9.6% | -13.2% | +22.8% | +12.0% |
| YTD | -8.8% | +31.0% | -39.7% | -19.5% |
| 1Y | -5.5% | +38.8% | -44.3% | -18.3% |
| All | +22.1% | +70.4% | -48.3% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling