-0.8%
IP vs RVMD
+221.9%
-222.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.2% | -7.4% | +0.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | +8.5% | -4.3% | +12.8% | +8.7% |
| 3M | -13.8% | -2.8% | -11.0% | -13.8% |
| 6M | +5.7% | +27.3% | -21.5% | +4.2% |
| YTD | -9.1% | +141.4% | -150.5% | -9.0% |
| 1Y | -0.8% | +213.3% | -214.1% | -8.0% |
| All | -0.8% | +221.9% | -222.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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