+214.6%
RSP vs IP
+25.2%
+189.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.5% |
| 7D | -1.4% | -5.0% | +3.5% | +0.3% |
| 30D | +2.1% | +6.5% | -4.4% | -0.3% |
| 3M | -0.9% | -18.0% | +17.1% | +5.8% |
| 6M | +7.5% | +10.3% | -2.8% | +2.0% |
| YTD | +14.6% | -9.9% | +24.4% | +15.3% |
| 1Y | +17.6% | -1.1% | +18.7% | +13.8% |
| 3Y | +60.8% | +13.0% | +47.8% | +37.4% |
| 5Y | +46.1% | -12.3% | +58.4% | +37.9% |
| All | +214.6% | +25.2% | +189.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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