+323.5%
IP vs RRX
+4,066.6%
-3,743.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -1.2% |
| 7D | -5.1% | +7.5% | -12.6% | -8.3% |
| 30D | +8.5% | +3.0% | +5.5% | +6.2% |
| 3M | -13.8% | -5.3% | -8.5% | -13.1% |
| 6M | +5.7% | -26.6% | +32.4% | +15.1% |
| YTD | -9.1% | +21.2% | -30.3% | -19.6% |
| 1Y | -0.8% | +25.9% | -26.8% | -13.8% |
| 3Y | +14.8% | +71.7% | -56.9% | -16.1% |
| 5Y | -11.5% | +7.8% | -19.3% | -25.1% |
| 10Y | +27.9% | +242.9% | -214.9% | -32.0% |
| All | +323.5% | +4,066.6% | -3,743.1% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling