+2,616.7%
RMD vs IAG
+377.5%
+2,239.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | +2.2% | +28.9% | -26.7% | +0.2% |
| 3M | +17.8% | +19.1% | -1.3% | +15.8% |
| 6M | -11.3% | -10.3% | -1.1% | -11.3% |
| YTD | -4.4% | +24.2% | -28.6% | -7.0% |
| 1Y | -15.7% | +116.5% | -132.2% | -21.6% |
| 3Y | +47.7% | +742.8% | -695.1% | +21.1% |
| 5Y | -19.2% | +753.3% | -772.5% | -35.7% |
| 10Y | +280.4% | +403.2% | -122.8% | +198.4% |
| All | +2,616.7% | +377.5% | +2,239.2% | +1,830.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling