-12.3%
IP vs RVTY
-10.3%
-2.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -2.2% |
| 7D | -5.0% | -9.0% | +4.0% | -2.3% |
| 30D | +6.5% | -1.6% | +8.1% | +6.7% |
| 3M | -18.0% | +31.2% | -49.2% | -26.1% |
| 6M | +10.3% | +63.6% | -53.3% | -8.4% |
| YTD | -9.9% | +56.3% | -66.2% | -24.6% |
| 1Y | -1.1% | +63.3% | -64.4% | -18.5% |
| 3Y | +13.0% | +72.4% | -59.4% | -10.6% |
| 5Y | -12.3% | -9.6% | -2.7% | -18.1% |
| All | -12.3% | -10.3% | -2.0% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling