+1,127.7%
RSP vs IP
+162.8%
+964.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -0.8% | -5.3% | +4.5% | +1.2% |
| 30D | -0.3% | -10.9% | +10.5% | +4.0% |
| 3M | +4.3% | +11.2% | -6.9% | -1.1% |
| 6M | +8.8% | -10.2% | +19.0% | +10.8% |
| YTD | +15.3% | -2.0% | +17.2% | +12.6% |
| 1Y | +18.3% | -19.1% | +37.4% | +23.6% |
| 3Y | +52.8% | +20.9% | +32.0% | +29.6% |
| 5Y | +51.7% | -17.8% | +69.5% | +48.4% |
| 10Y | +208.5% | +23.5% | +184.9% | +141.4% |
| All | +1,127.7% | +162.8% | +964.9% | +487.4% |
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 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