+26.8%
IP vs RSG
+458.9%
-432.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -3.0% | +0.3% | -3.4% | -3.2% |
| 30D | +10.6% | +13.8% | -3.2% | +2.4% |
| 3M | -13.6% | +15.4% | -29.0% | -20.8% |
| 6M | +10.4% | +24.1% | -13.7% | -4.0% |
| YTD | -6.5% | +17.8% | -24.3% | -16.7% |
| 1Y | -2.1% | +21.5% | -23.6% | -14.6% |
| 3Y | +22.0% | +63.3% | -41.3% | -16.2% |
| 5Y | -9.7% | +97.3% | -107.0% | -47.7% |
| 10Y | +26.8% | +448.1% | -421.3% | -61.1% |
| All | +26.8% | +458.9% | -432.1% | -61.1% |
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