+230.8%
RDW vs IAG
+804.5%
-573.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | +0.9% | -1.1% | +1.9% | +1.1% |
| 30D | -21.3% | +12.1% | -33.4% | -25.1% |
| 3M | -37.9% | +25.5% | -63.4% | -43.4% |
| 6M | +12.3% | -7.1% | +19.4% | +12.0% |
| YTD | +39.7% | +22.9% | +16.9% | +29.1% |
| 1Y | +25.7% | +83.3% | -57.7% | +4.2% |
| 3Y | +230.8% | +808.5% | -577.7% | +101.4% |
| All | +230.8% | +804.5% | -573.6% | +101.4% |
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