-22.1%
RMD vs IAG
+804.8%
-827.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -4.7% | +1.7% | -6.4% | -4.8% |
| 30D | +0.2% | +11.4% | -11.2% | -0.5% |
| 3M | +12.0% | +33.0% | -21.0% | +9.6% |
| 6M | -12.5% | -6.0% | -6.5% | -12.6% |
| YTD | -7.9% | +24.6% | -32.5% | -10.1% |
| 1Y | -20.4% | +105.0% | -125.4% | -25.1% |
| 3Y | +53.1% | +837.9% | -784.8% | +25.3% |
| 5Y | -22.1% | +817.0% | -839.1% | -37.2% |
| All | -22.1% | +804.8% | -827.0% | -37.2% |
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