+141.7%
RNG vs IAG
+119.5%
+22.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -4.0% |
| 7D | +5.8% | -0.5% | +6.3% | +5.7% |
| 30D | +19.6% | +28.9% | -9.3% | +21.2% |
| 3M | +67.0% | +19.1% | +47.9% | +69.8% |
| 6M | +88.4% | -10.3% | +98.6% | +93.3% |
| YTD | +155.5% | +24.2% | +131.3% | +157.3% |
| 1Y | +141.7% | +116.5% | +25.2% | +130.9% |
| All | +141.7% | +119.5% | +22.2% | +130.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling