+1,156.7%
RSP vs IP
+151.6%
+1,005.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.3% |
| 7D | +2.7% | +3.4% | -0.7% | +1.3% |
| 30D | +5.8% | +11.2% | -5.4% | +1.4% |
| 3M | +1.8% | -14.8% | +16.6% | +7.6% |
| 6M | +11.6% | +17.3% | -5.7% | +3.0% |
| YTD | +18.0% | -6.2% | +24.2% | +16.8% |
| 1Y | +21.8% | +2.3% | +19.5% | +16.3% |
| 3Y | +65.6% | +17.7% | +47.9% | +41.4% |
| 5Y | +51.6% | -8.4% | +60.1% | +41.4% |
| 10Y | +231.0% | +32.1% | +198.9% | +151.4% |
| All | +1,156.7% | +151.6% | +1,005.1% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling