-10.2%
IP vs RVMD
+107.2%
-117.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.4% |
| 30D | -10.9% | +6.4% | -17.3% | -11.4% |
| 3M | +11.2% | +34.9% | -23.7% | +8.0% |
| 6M | -10.2% | +107.6% | -117.8% | -13.5% |
| All | -10.2% | +107.2% | -117.5% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling