+13.9%
IP vs RVMD
+581.6%
-567.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.2% | -7.4% | +0.1% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | +8.5% | -4.3% | +12.8% | +8.8% |
| 3M | -13.8% | -2.8% | -11.0% | -13.8% |
| 6M | +5.7% | +27.3% | -21.5% | +2.9% |
| YTD | -9.1% | +141.4% | -150.5% | -18.1% |
| 1Y | -0.8% | +213.3% | -214.1% | -13.1% |
| 3Y | +14.8% | +792.7% | -777.9% | -11.0% |
| 5Y | -11.5% | +470.6% | -482.1% | -31.9% |
| All | +13.9% | +581.6% | -567.7% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling