+1,918.0%
RL vs IAG
+331.8%
+1,586.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +6.9% | +0.7% |
| 7D | +1.3% | +16.8% | -15.5% | +0.3% |
| 30D | +7.6% | -1.5% | +9.1% | +7.6% |
| 3M | -1.5% | +0.5% | -2.0% | -1.8% |
| 6M | +12.1% | -1.0% | +13.0% | +11.6% |
| YTD | +13.9% | +12.3% | +1.6% | +12.0% |
| 1Y | +20.7% | +39.2% | -18.6% | +17.1% |
| 3Y | +260.6% | +712.3% | -451.7% | +211.3% |
| 5Y | +248.9% | +484.2% | -235.4% | +199.6% |
| 10Y | +355.9% | +382.3% | -26.4% | +278.3% |
| All | +1,918.0% | +331.8% | +1,586.2% | +1,384.9% |
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