+354.5%
IAG vs RVTY
+139.0%
+215.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.6% |
| 7D | -4.1% | -7.4% | +3.4% | -2.3% |
| 30D | +10.6% | +4.5% | +6.1% | +9.5% |
| 3M | +35.4% | +19.5% | +15.9% | +29.8% |
| 6M | -9.5% | +34.1% | -43.7% | -15.5% |
| YTD | +21.8% | +25.3% | -3.4% | +15.1% |
| 1Y | +84.1% | +47.0% | +37.1% | +68.0% |
| 3Y | +817.4% | +14.1% | +803.2% | +761.2% |
| 5Y | +830.1% | -34.6% | +864.7% | +831.8% |
| All | +354.5% | +139.0% | +215.5% | +359.9% |
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