+22.9%
IP vs RSG
+414.1%
-391.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.8% |
| 7D | -5.3% | +0.3% | -5.5% | -5.5% |
| 30D | -10.9% | +7.6% | -18.4% | -14.7% |
| 3M | +11.2% | +7.4% | +3.7% | +5.9% |
| 6M | -10.2% | -3.3% | -7.0% | -9.4% |
| YTD | -2.0% | +6.0% | -8.0% | -6.9% |
| 1Y | -19.1% | -3.7% | -15.4% | -18.3% |
| 3Y | +20.9% | +59.1% | -38.2% | -16.6% |
| 5Y | -17.8% | +89.0% | -106.8% | -52.0% |
| All | +22.9% | +414.1% | -391.2% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling