+26.5%
IP vs RVTY
+206.3%
-179.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | -5.1% | -1.2% | -3.9% | -5.0% |
| 30D | +8.5% | +1.0% | +7.5% | +7.6% |
| 3M | -13.8% | +35.8% | -49.7% | -24.3% |
| 6M | +5.7% | +56.7% | -51.0% | -12.6% |
| YTD | -9.1% | +60.7% | -69.8% | -26.4% |
| 1Y | -0.8% | +73.7% | -74.5% | -22.1% |
| 3Y | +14.8% | +82.8% | -68.0% | -14.3% |
| 5Y | -11.5% | -7.0% | -4.5% | -16.5% |
| All | +26.5% | +206.3% | -179.8% | -34.1% |
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