+53.9%
RMD vs IAG
+797.8%
-743.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -4.5% | +4.3% | -8.7% | -4.7% |
| 30D | +4.6% | +9.8% | -5.2% | +4.1% |
| 3M | +14.8% | +28.9% | -14.1% | +13.1% |
| 6M | -12.1% | -7.6% | -4.5% | -11.9% |
| YTD | -7.5% | +22.0% | -29.4% | -9.0% |
| 1Y | -20.1% | +99.5% | -119.6% | -23.7% |
| 3Y | +53.9% | +818.3% | -764.4% | +29.5% |
| All | +53.9% | +797.8% | -743.9% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling