+379.4%
IAG vs RVTY
+1,198.0%
-818.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.1% | +4.9% |
| 7D | +24.0% | +6.0% | +18.0% | +22.0% |
| 30D | +5.5% | +4.3% | +1.2% | +4.3% |
| 3M | +8.3% | +40.2% | -31.9% | -0.9% |
| 6M | +6.1% | +59.3% | -53.2% | -6.0% |
| YTD | +20.3% | +66.5% | -46.2% | +5.0% |
| 1Y | +56.5% | +77.5% | -21.0% | +34.5% |
| 3Y | +762.6% | +92.5% | +670.1% | +611.1% |
| 5Y | +546.3% | -6.8% | +553.1% | +521.3% |
| 10Y | +356.1% | +225.4% | +130.7% | +216.6% |
| All | +379.4% | +1,198.0% | -818.6% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling