+274.2%
RCL vs IAG
+621.5%
-347.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.8% | +0.6% |
| 7D | +6.5% | +21.4% | -14.9% | +4.2% |
| 30D | +15.9% | +4.0% | +11.8% | +15.1% |
| 3M | +2.7% | +17.0% | -14.4% | +0.3% |
| 6M | +15.2% | +1.4% | +13.8% | +13.9% |
| YTD | +19.2% | +13.8% | +5.5% | +15.4% |
| 1Y | +31.6% | +55.8% | -24.2% | +23.9% |
| 3Y | +274.2% | +647.4% | -373.2% | +209.0% |
| All | +274.2% | +621.5% | -347.3% | +209.0% |
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