+144.0%
IP vs RSG
+2,015.2%
-1,871.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -5.3% | +0.3% | -5.5% | -5.4% |
| 30D | -10.9% | +7.6% | -18.4% | -13.3% |
| 3M | +11.2% | +7.4% | +3.7% | +7.9% |
| 6M | -10.2% | -3.3% | -7.0% | -9.8% |
| YTD | -2.0% | +6.0% | -8.0% | -4.8% |
| 1Y | -19.1% | -3.7% | -15.4% | -18.6% |
| 3Y | +20.9% | +59.1% | -38.2% | -0.5% |
| 5Y | -17.8% | +89.0% | -106.8% | -37.1% |
| 10Y | +23.5% | +412.5% | -389.0% | -32.5% |
| All | +144.0% | +2,015.2% | -1,871.2% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling