-22.2%
RKT vs IAG
+284.2%
-306.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +1.4% | +28.9% | -27.4% | -3.1% |
| 3M | +6.3% | +19.1% | -12.9% | +2.5% |
| 6M | -15.5% | -10.3% | -5.2% | -14.9% |
| YTD | -27.4% | +24.2% | -51.6% | -30.6% |
| 1Y | -26.6% | +116.5% | -143.1% | -35.6% |
| 3Y | +41.2% | +742.8% | -701.6% | -6.5% |
| 5Y | -6.4% | +753.3% | -759.7% | -43.3% |
| All | -22.2% | +284.2% | -306.4% | -52.8% |
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 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