+310.1%
RL vs IAG
+371.0%
-60.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +1.9% | +4.3% | -2.4% | +1.6% |
| 30D | -12.2% | +9.8% | -22.0% | -12.7% |
| 3M | -6.6% | +28.9% | -35.6% | -8.1% |
| 6M | +3.2% | -7.6% | +10.7% | +3.0% |
| YTD | -1.3% | +22.0% | -23.2% | -3.0% |
| 1Y | +13.6% | +99.5% | -85.9% | +8.9% |
| 3Y | +210.9% | +818.3% | -607.4% | +179.2% |
| 5Y | +246.9% | +785.9% | -539.0% | +206.4% |
| 10Y | +310.1% | +381.1% | -71.0% | +256.5% |
| All | +310.1% | +371.0% | -60.9% | +256.5% |
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