+215.0%
RNG vs IAG
+427.6%
-212.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -6.1% | -1.1% | -5.0% | -6.0% |
| 30D | +9.6% | +12.1% | -2.5% | +8.4% |
| 3M | +83.3% | +25.5% | +57.8% | +79.1% |
| 6M | +77.9% | -7.1% | +85.0% | +77.6% |
| YTD | +139.9% | +22.9% | +117.1% | +131.6% |
| 1Y | +121.7% | +83.3% | +38.3% | +104.6% |
| 3Y | +121.9% | +808.5% | -686.7% | +70.9% |
| 5Y | -68.4% | +838.0% | -906.3% | -76.4% |
| All | +215.0% | +427.6% | -212.7% | +137.9% |
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 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