+271.4%
RMBS vs IAG
+817.0%
-545.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.5% |
| 7D | +3.5% | +1.7% | +1.8% | +3.1% |
| 30D | -8.6% | +11.4% | -20.0% | -10.4% |
| 3M | -40.3% | +33.0% | -73.3% | -43.5% |
| 6M | -1.0% | -6.0% | +5.0% | -1.3% |
| YTD | -4.6% | +24.6% | -29.2% | -8.9% |
| 1Y | +17.6% | +105.0% | -87.4% | +5.1% |
| 3Y | +58.6% | +837.9% | -779.3% | +15.4% |
| All | +271.4% | +817.0% | -545.6% | +153.2% |
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 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