-24.1%
RKT vs IAG
+225.0%
-249.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -9.0% | -7.7% | -1.3% | -7.7% |
| 30D | +30.2% | +1.6% | +28.6% | +29.5% |
| 3M | -8.8% | -2.4% | -6.4% | -8.8% |
| 6M | -0.9% | -7.8% | +6.9% | -0.5% |
| YTD | -29.2% | +5.0% | -34.2% | -30.5% |
| 1Y | -20.1% | +25.7% | -45.7% | -23.6% |
| 3Y | +81.3% | +694.5% | -613.2% | +21.4% |
| 5Y | -6.6% | +421.7% | -428.3% | -37.6% |
| All | -24.1% | +225.0% | -249.1% | -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