+13.3%
RMBS vs IAG
+119.5%
-106.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -12.2% | +28.9% | -41.1% | -20.3% |
| 3M | -49.5% | +19.1% | -68.7% | -53.2% |
| 6M | -7.1% | -10.3% | +3.1% | -8.3% |
| YTD | -7.0% | +24.2% | -31.2% | -15.9% |
| 1Y | +13.3% | +116.5% | -103.1% | -11.4% |
| All | +13.3% | +119.5% | -106.2% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling