+73.4%
RRC vs IAG
+370.6%
-297.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | -0.5% | +3.4% | -3.9% | -0.8% |
| 30D | +25.2% | -2.7% | +27.9% | +25.2% |
| 3M | +27.8% | -0.5% | +28.3% | +27.4% |
| 6M | +27.2% | -4.8% | +32.1% | +26.7% |
| YTD | +48.2% | +9.6% | +38.6% | +44.3% |
| 1Y | +34.7% | +32.2% | +2.5% | +28.9% |
| 3Y | +62.2% | +692.5% | -630.3% | +28.9% |
| 5Y | +130.9% | +447.6% | -316.7% | +80.4% |
| 10Y | +73.4% | +403.3% | -329.9% | +38.2% |
| All | +73.4% | +370.6% | -297.1% | +38.2% |
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 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