+287.7%
RNG vs IAG
+308.7%
-21.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.2% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | +11.4% | +9.8% | +1.6% | +10.6% |
| 3M | +72.1% | +28.9% | +43.2% | +68.6% |
| 6M | +67.9% | -7.6% | +75.5% | +67.7% |
| YTD | +144.3% | +22.0% | +122.4% | +138.0% |
| 1Y | +117.5% | +99.5% | +18.0% | +103.3% |
| 3Y | +123.9% | +818.3% | -694.4% | +84.4% |
| 5Y | -70.1% | +785.9% | -856.0% | -75.8% |
| 10Y | +215.9% | +381.1% | -165.2% | +156.7% |
| All | +287.7% | +308.7% | -21.0% | +210.2% |
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 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