-6.1%
RDW vs IAG
+820.9%
-827.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -1.1% | +1.9% | +1.0% |
| 30D | -21.3% | +12.1% | -33.4% | -23.8% |
| 3M | -37.9% | +25.5% | -63.4% | -41.6% |
| 6M | +12.3% | -7.1% | +19.4% | +12.3% |
| YTD | +39.7% | +22.9% | +16.9% | +33.0% |
| 1Y | +25.7% | +83.3% | -57.7% | +11.8% |
| 3Y | +230.8% | +808.5% | -577.7% | +139.1% |
| All | -6.1% | +820.9% | -827.0% | -40.3% |
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