+785.9%
IAG vs RVTY
-32.1%
+818.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +9.8% | +10.8% | -1.1% | +6.0% |
| 3M | +28.9% | +26.8% | +2.1% | +18.7% |
| 6M | -7.6% | +39.3% | -46.9% | -17.6% |
| YTD | +22.0% | +31.6% | -9.7% | +10.1% |
| 1Y | +99.5% | +47.7% | +51.8% | +72.8% |
| 3Y | +818.3% | +19.9% | +798.3% | +712.8% |
| 5Y | +785.9% | -32.3% | +818.3% | +737.0% |
| All | +785.9% | -32.1% | +818.0% | +737.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling