+51.5%
RSP vs IP
-17.3%
+68.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.5% | -11.2% | +9.7% | +1.4% |
| 3M | +4.8% | +12.3% | -7.5% | +0.9% |
| 6M | +10.3% | -5.2% | +15.5% | +10.5% |
| YTD | +14.1% | -4.0% | +18.0% | +13.3% |
| 1Y | +17.0% | -19.2% | +36.2% | +21.7% |
| 3Y | +54.2% | +20.3% | +33.8% | +33.7% |
| 5Y | +51.5% | -17.5% | +69.0% | +48.6% |
| All | +51.5% | -17.3% | +68.8% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling