+207.1%
RSP vs IP
+23.4%
+183.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -0.8% | -5.3% | +4.5% | +1.1% |
| 30D | -0.3% | -10.9% | +10.5% | +3.7% |
| 3M | +4.3% | +11.2% | -6.9% | -0.8% |
| 6M | +8.8% | -10.2% | +19.0% | +11.0% |
| YTD | +15.3% | -2.0% | +17.2% | +12.9% |
| 1Y | +18.3% | -19.1% | +37.4% | +23.9% |
| 3Y | +52.8% | +20.9% | +32.0% | +28.0% |
| 5Y | +51.7% | -17.8% | +69.5% | +49.1% |
| All | +207.1% | +23.4% | +183.6% | +127.1% |
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