+23.7%
IP vs RVTY
+212.9%
-189.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | 0.0% | -2.7% | +2.7% | +1.0% |
| 30D | +9.4% | +3.2% | +6.1% | +7.6% |
| 3M | -14.1% | +37.2% | -51.2% | -24.8% |
| 6M | +9.2% | +57.7% | -48.5% | -10.0% |
| YTD | -7.5% | +64.8% | -72.4% | -25.8% |
| 1Y | -2.8% | +72.8% | -75.6% | -23.5% |
| 3Y | +21.2% | +89.8% | -68.6% | -10.8% |
| 5Y | -11.5% | -8.4% | -3.0% | -15.7% |
| 10Y | +23.7% | +219.5% | -195.8% | -36.5% |
| All | +23.7% | +212.9% | -189.3% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling