+1,258.4%
RCL vs IAG
+377.5%
+881.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 3M | -9.6% | +19.1% | -28.7% | -11.4% |
| 6M | -6.7% | -10.3% | +3.6% | -6.4% |
| YTD | -3.9% | +24.2% | -28.1% | -6.9% |
| 1Y | -25.1% | +116.5% | -141.6% | -31.3% |
| 3Y | +179.1% | +742.8% | -563.7% | +121.0% |
| 5Y | +243.3% | +753.3% | -510.0% | +162.6% |
| 10Y | +325.8% | +403.2% | -77.4% | +219.3% |
| All | +1,258.4% | +377.5% | +881.0% | +908.7% |
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 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