+354.4%
RMD vs IAG
+384.2%
-29.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.6% | +0.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | +1.9% | -6.2% | +8.1% | +2.2% |
| 3M | +6.3% | -5.1% | +11.4% | +6.4% |
| 6M | +18.2% | -10.0% | +28.2% | +18.3% |
| YTD | +0.3% | +3.9% | -3.7% | -1.3% |
| 1Y | -4.3% | +18.9% | -23.1% | -6.8% |
| 3Y | +71.3% | +651.8% | -580.5% | +41.4% |
| 5Y | -1.8% | +416.3% | -418.0% | -19.3% |
| All | +354.4% | +384.2% | -29.8% | +264.7% |
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