+261.1%
RCL vs IAG
+515.1%
-253.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.8% | +0.5% |
| 7D | +6.5% | +21.4% | -14.9% | +3.9% |
| 30D | +15.9% | +4.0% | +11.8% | +15.1% |
| 3M | +2.7% | +17.0% | -14.4% | +0.1% |
| 6M | +15.2% | +1.4% | +13.8% | +13.9% |
| YTD | +19.2% | +13.8% | +5.5% | +14.9% |
| 1Y | +31.6% | +55.8% | -24.2% | +22.0% |
| 3Y | +274.2% | +647.4% | -373.2% | +172.4% |
| All | +261.1% | +515.1% | -253.9% | +137.2% |
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