+180.6%
RCL vs IAG
+790.4%
-609.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -19.0% | +28.9% | -47.9% | -21.3% |
| 3M | -9.6% | +19.1% | -28.7% | -11.6% |
| 6M | -6.7% | -10.3% | +3.6% | -7.2% |
| YTD | -3.9% | +24.2% | -28.1% | -7.3% |
| 1Y | -25.1% | +116.5% | -141.6% | -31.4% |
| All | +180.6% | +790.4% | -609.8% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling