+4.4%
RDW vs IAG
+487.4%
-483.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +4.8% | -4.1% | +8.9% | +5.7% |
| 30D | -19.5% | +10.6% | -30.2% | -21.8% |
| 3M | -26.9% | +35.4% | -62.3% | -32.1% |
| 6M | +17.8% | -9.5% | +27.3% | +18.6% |
| YTD | +43.0% | +21.8% | +21.2% | +36.7% |
| 1Y | +32.1% | +84.1% | -52.1% | +17.9% |
| 3Y | +250.6% | +817.4% | -566.7% | +154.3% |
| 5Y | -6.6% | +830.1% | -836.7% | -37.8% |
| All | +4.4% | +487.4% | -483.0% | -27.1% |
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