+244.0%
RL vs IAG
+764.1%
-520.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -7.8% | +28.9% | -36.7% | -10.4% |
| 3M | -4.0% | +19.1% | -23.1% | -6.3% |
| 6M | -1.9% | -10.3% | +8.4% | -1.9% |
| YTD | -0.2% | +24.2% | -24.4% | -3.9% |
| 1Y | +10.7% | +116.5% | -105.8% | +0.5% |
| 3Y | +210.8% | +742.8% | -532.0% | +142.5% |
| All | +244.0% | +764.1% | -520.1% | +145.7% |
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 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