+273.7%
RMD vs IAG
+423.2%
-149.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -4.2% | -4.1% | -0.1% | -3.9% |
| 30D | -2.1% | +10.6% | -12.7% | -2.8% |
| 3M | +13.8% | +35.4% | -21.6% | +11.0% |
| 6M | -10.6% | -9.5% | -1.1% | -10.5% |
| YTD | -8.1% | +21.8% | -29.9% | -10.3% |
| 1Y | -18.0% | +84.1% | -102.1% | -22.5% |
| 3Y | +52.9% | +817.4% | -764.5% | +25.3% |
| 5Y | -22.3% | +830.1% | -852.4% | -38.3% |
| All | +273.7% | +423.2% | -149.5% | +200.5% |
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