+342.5%
RCL vs IAG
+401.0%
-58.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -15.7% | +11.4% | -27.1% | -16.6% |
| 3M | -8.0% | +33.0% | -41.0% | -10.8% |
| 6M | -10.1% | -6.0% | -4.1% | -10.4% |
| YTD | -5.9% | +24.6% | -30.4% | -9.0% |
| 1Y | -23.5% | +105.0% | -128.5% | -29.6% |
| 3Y | +174.4% | +837.9% | -663.5% | +114.4% |
| 5Y | +227.1% | +817.0% | -589.8% | +145.1% |
| 10Y | +342.5% | +425.3% | -82.8% | +228.7% |
| All | +342.5% | +401.0% | -58.5% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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