+14.8%
IP vs RSG
+66.1%
-51.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -5.1% | +1.2% | -6.2% | -5.2% |
| 30D | +8.5% | +14.2% | -5.7% | +6.5% |
| 3M | -13.8% | +17.8% | -31.6% | -15.8% |
| 6M | +5.7% | +24.0% | -18.2% | +2.2% |
| YTD | -9.1% | +17.5% | -26.6% | -11.7% |
| 1Y | -0.8% | +21.9% | -22.7% | -4.5% |
| 3Y | +14.8% | +64.6% | -49.8% | +22.9% |
| All | +14.8% | +66.1% | -51.3% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling