+330.2%
RCL vs IAG
+384.2%
-54.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.2% | -3.4% |
| 7D | -0.2% | -2.1% | +1.8% | -0.1% |
| 30D | +14.4% | -6.2% | +20.6% | +15.0% |
| 3M | +5.2% | -5.1% | +10.3% | +5.3% |
| 6M | +26.1% | -10.0% | +36.1% | +26.5% |
| YTD | +17.4% | +3.9% | +13.4% | +15.1% |
| 1Y | +24.7% | +18.9% | +5.8% | +20.7% |
| 3Y | +250.9% | +651.8% | -400.8% | +177.8% |
| 5Y | +293.8% | +416.3% | -122.4% | +204.4% |
| All | +330.2% | +384.2% | -54.0% | +221.5% |
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