+403.3%
IAG vs RVTY
+219.6%
+183.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +3.4% | -0.7% | +4.2% | +3.6% |
| 30D | -2.7% | +1.7% | -4.4% | -3.2% |
| 3M | -0.5% | +36.8% | -37.3% | -8.2% |
| 6M | -4.8% | +60.1% | -64.9% | -15.4% |
| YTD | +9.6% | +64.0% | -54.4% | -3.6% |
| 1Y | +32.2% | +68.2% | -36.0% | +15.6% |
| 3Y | +692.5% | +88.8% | +603.8% | +561.4% |
| 5Y | +447.6% | -10.5% | +458.1% | +410.9% |
| 10Y | +403.3% | +219.7% | +183.7% | +362.6% |
| All | +403.3% | +219.6% | +183.8% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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