-9.7%
IP vs RVTY
-6.1%
-3.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.7% |
| 7D | -3.0% | +6.0% | -9.0% | -5.1% |
| 30D | +10.6% | +4.3% | +6.3% | +8.7% |
| 3M | -13.6% | +40.2% | -53.8% | -23.8% |
| 6M | +10.4% | +59.3% | -48.9% | -7.3% |
| YTD | -6.5% | +66.5% | -73.0% | -23.4% |
| 1Y | -2.1% | +77.5% | -79.6% | -21.6% |
| 3Y | +22.0% | +92.5% | -70.5% | -6.9% |
| 5Y | -9.7% | -6.8% | -2.9% | -17.4% |
| All | -9.7% | -6.1% | -3.6% | -17.4% |
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 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