-9.7%
RKT vs IAG
+804.8%
-814.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.1% |
| 7D | -1.0% | +1.7% | -2.6% | -1.2% |
| 30D | -2.4% | +11.4% | -13.8% | -4.2% |
| 3M | +1.9% | +33.0% | -31.1% | -3.3% |
| 6M | -13.9% | -6.0% | -7.9% | -14.0% |
| YTD | -30.6% | +24.6% | -55.2% | -33.5% |
| 1Y | -34.4% | +105.0% | -139.3% | -41.2% |
| 3Y | +38.2% | +837.9% | -799.7% | -6.6% |
| 5Y | -9.7% | +817.0% | -826.6% | -42.8% |
| All | -9.7% | +804.8% | -814.5% | -42.8% |
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