-4.6%
IP vs RSG
+24.9%
-29.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -0.3% |
| 30D | +7.9% | +12.7% | -4.8% | +7.7% |
| 3M | -15.3% | +17.9% | -33.2% | -15.3% |
| 6M | +10.5% | +25.0% | -14.5% | +10.6% |
| YTD | -9.4% | +20.8% | -30.2% | -12.6% |
| 1Y | -4.6% | +24.3% | -28.9% | -8.9% |
| All | -4.6% | +24.9% | -29.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling