+762.6%
IAG vs RVTY
+90.0%
+672.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.1% | +4.7% |
| 7D | +24.0% | +6.0% | +18.0% | +21.6% |
| 30D | +5.5% | +4.3% | +1.2% | +4.1% |
| 3M | +8.3% | +40.2% | -31.9% | -2.7% |
| 6M | +6.1% | +59.3% | -53.2% | -8.2% |
| YTD | +20.3% | +66.5% | -46.2% | +2.0% |
| 1Y | +56.5% | +77.5% | -21.0% | +30.7% |
| 3Y | +762.6% | +92.5% | +670.1% | +431.1% |
| All | +762.6% | +90.0% | +672.6% | +431.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling