+1,801.6%
RL vs IAG
+337.4%
+1,464.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.2% | -8.6% | -1.8% |
| 7D | -4.2% | +21.4% | -25.6% | -5.3% |
| 30D | +4.3% | +4.0% | +0.2% | +3.9% |
| 3M | -4.6% | +17.0% | -21.6% | -5.8% |
| 6M | +1.7% | +1.4% | +0.3% | +1.1% |
| YTD | +7.3% | +13.8% | -6.4% | +5.5% |
| 1Y | +20.8% | +55.8% | -35.0% | +16.4% |
| 3Y | +247.0% | +647.4% | -400.4% | +200.8% |
| 5Y | +225.5% | +519.1% | -293.7% | +178.7% |
| 10Y | +363.0% | +345.6% | +17.4% | +285.8% |
| All | +1,801.6% | +337.4% | +1,464.2% | +1,298.2% |
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