+1,585.8%
RCL vs IAG
+337.4%
+1,248.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.8% | +0.7% |
| 7D | +6.5% | +21.4% | -14.9% | +4.6% |
| 30D | +15.9% | +4.0% | +11.8% | +15.4% |
| 3M | +2.7% | +17.0% | -14.4% | +0.8% |
| 6M | +15.2% | +1.4% | +13.8% | +14.3% |
| YTD | +19.2% | +13.8% | +5.5% | +16.2% |
| 1Y | +31.6% | +55.8% | -24.2% | +24.6% |
| 3Y | +274.2% | +647.4% | -373.2% | +199.6% |
| 5Y | +250.1% | +519.1% | -269.1% | +175.0% |
| 10Y | +388.4% | +345.6% | +42.8% | +271.3% |
| All | +1,585.8% | +337.4% | +1,248.5% | +1,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling