+126.3%
IP vs RSG
+2,252.1%
-2,125.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -5.1% | +1.2% | -6.2% | -5.5% |
| 30D | +8.5% | +14.2% | -5.7% | +3.2% |
| 3M | -13.8% | +18.2% | -32.0% | -19.1% |
| 6M | +5.7% | +24.4% | -18.6% | -3.1% |
| YTD | -9.1% | +17.9% | -27.0% | -15.3% |
| 1Y | -0.8% | +22.3% | -23.1% | -8.9% |
| 3Y | +14.8% | +65.1% | -50.4% | -6.7% |
| 5Y | -11.5% | +97.9% | -109.4% | -33.5% |
| 10Y | +27.9% | +464.6% | -436.7% | -32.7% |
| All | +126.3% | +2,252.1% | -2,125.9% | -14.5% |
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