+1,127.7%
RSP vs IFF
+352.8%
+774.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | -0.3% | -2.0% | +1.6% | +0.4% |
| 3M | +4.3% | +18.5% | -14.3% | -4.2% |
| 6M | +8.8% | +11.7% | -2.9% | +1.2% |
| YTD | +15.3% | +29.6% | -14.3% | -0.5% |
| 1Y | +18.3% | +35.0% | -16.7% | -0.3% |
| 3Y | +52.8% | +32.3% | +20.5% | +25.5% |
| 5Y | +51.7% | -34.6% | +86.3% | +68.0% |
| 10Y | +208.5% | -20.6% | +229.1% | +183.0% |
| All | +1,127.7% | +352.8% | +774.9% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling