-13.6%
IP vs RVMD
+425.4%
-439.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | -0.3% | -10.4% | +10.1% | +0.7% |
| 30D | +7.9% | -11.0% | +18.9% | +8.9% |
| 3M | -15.3% | -14.7% | -0.6% | -14.3% |
| 6M | +10.5% | +14.9% | -4.4% | +8.8% |
| YTD | -9.4% | +116.3% | -125.7% | -16.6% |
| 1Y | -4.6% | +167.6% | -172.2% | -14.0% |
| 3Y | +21.2% | +776.8% | -755.6% | -3.1% |
| All | -13.6% | +425.4% | -439.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling