+14.8%
IP vs RRX
+63.4%
-48.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.7% |
| 7D | -5.1% | +7.5% | -12.6% | -7.4% |
| 30D | +8.5% | +3.0% | +5.5% | +6.9% |
| 3M | -13.8% | -5.3% | -8.5% | -13.1% |
| 6M | +5.7% | -26.6% | +32.4% | +13.3% |
| YTD | -9.1% | +21.2% | -30.3% | -17.9% |
| 1Y | -0.8% | +25.9% | -26.8% | -11.6% |
| 3Y | +14.8% | +71.7% | -56.9% | -20.9% |
| All | +14.8% | +63.4% | -48.6% | -20.9% |
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