+234.8%
RCL vs IAG
+764.1%
-529.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.8% |
| 3M | -9.6% | +19.1% | -28.7% | -12.1% |
| 6M | -6.7% | -10.3% | +3.6% | -6.6% |
| YTD | -3.9% | +24.2% | -28.1% | -8.2% |
| 1Y | -25.1% | +116.5% | -141.6% | -33.6% |
| 3Y | +179.1% | +742.8% | -563.7% | +99.1% |
| All | +234.8% | +764.1% | -529.3% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling