-16.1%
IP vs RRX
+18.4%
-34.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | +3.4% | -8.7% | -6.3% |
| 30D | -10.9% | -11.1% | +0.3% | -7.6% |
| 3M | +11.2% | -23.7% | +34.9% | +19.4% |
| 6M | -10.2% | -22.0% | +11.8% | -5.3% |
| YTD | -2.0% | +16.5% | -18.5% | -9.8% |
| 1Y | -19.1% | +11.5% | -30.6% | -24.8% |
| 3Y | +20.9% | +1.5% | +19.3% | +10.4% |
| All | -16.1% | +18.4% | -34.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling