-19.1%
IP vs RVTY
+57.1%
-76.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | +1.1% | -6.4% | -5.7% |
| 30D | -10.9% | +13.2% | -24.1% | -15.1% |
| 3M | +11.2% | +27.2% | -16.1% | +0.5% |
| 6M | -10.2% | +32.4% | -42.6% | -20.1% |
| YTD | -2.0% | +34.9% | -36.9% | -15.3% |
| 1Y | -19.1% | +52.4% | -71.5% | -32.4% |
| All | -19.1% | +57.1% | -76.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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