-27.1%
RKT vs IAG
+280.1%
-307.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -6.3% | -1.1% | -5.2% | -6.1% |
| 30D | -6.2% | +12.1% | -18.3% | -8.1% |
| 3M | -1.9% | +25.5% | -27.4% | -6.2% |
| 6M | -13.0% | -7.1% | -5.9% | -12.9% |
| YTD | -31.9% | +22.9% | -54.8% | -34.8% |
| 1Y | -37.6% | +83.3% | -120.9% | -43.9% |
| 3Y | +36.8% | +808.5% | -771.7% | -10.5% |
| 5Y | -9.7% | +838.0% | -847.7% | -46.5% |
| All | -27.1% | +280.1% | -307.2% | -55.7% |
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