+558.9%
RMBS vs IAG
+427.6%
+131.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +1.8% | -1.1% | +2.8% | +1.9% |
| 30D | -13.9% | +12.1% | -26.0% | -15.2% |
| 3M | -39.8% | +25.5% | -65.3% | -41.8% |
| 6M | -6.0% | -7.1% | +1.1% | -5.9% |
| YTD | -5.4% | +22.9% | -28.2% | -8.4% |
| 1Y | -1.8% | +83.3% | -85.2% | -8.9% |
| 3Y | +53.7% | +808.5% | -754.9% | +19.8% |
| 5Y | +268.5% | +838.0% | -569.4% | +176.5% |
| All | +558.9% | +427.6% | +131.3% | +389.3% |
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