+22.8%
IP vs RVMD
+644.5%
-621.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 6M | -10.2% | +107.6% | -117.8% | -17.1% |
| YTD | -2.0% | +163.7% | -165.7% | -12.3% |
| 1Y | -19.1% | +439.2% | -458.3% | -33.1% |
| 3Y | +20.9% | +499.2% | -478.4% | -3.7% |
| 5Y | -17.8% | +621.7% | -639.5% | -38.4% |
| All | +22.8% | +644.5% | -621.7% | -16.2% |
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 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