-24.1%
RKT vs IAG
+221.6%
-245.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.1% | +0.1% | -4.1% |
| 7D | -7.5% | -2.1% | -5.4% | -7.2% |
| 30D | +26.6% | -6.2% | +32.8% | +27.6% |
| 3M | -2.4% | -5.1% | +2.7% | -1.9% |
| 6M | -7.4% | -10.0% | +2.6% | -6.5% |
| YTD | -29.2% | +3.9% | -33.1% | -30.4% |
| 1Y | -23.5% | +18.9% | -42.4% | -26.3% |
| 3Y | +73.9% | +651.8% | -577.8% | +17.5% |
| 5Y | -6.6% | +416.3% | -422.9% | -37.5% |
| All | -24.1% | +221.6% | -245.7% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling