+34.7%
RRC vs IAG
+34.9%
-0.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.2% |
| 7D | -0.5% | +3.4% | -3.9% | -0.4% |
| 30D | +25.2% | -2.7% | +27.9% | +25.2% |
| 3M | +27.8% | -0.5% | +28.3% | +28.0% |
| 6M | +27.2% | -4.8% | +32.1% | +27.9% |
| YTD | +48.2% | +9.6% | +38.6% | +44.4% |
| 1Y | +34.7% | +32.2% | +2.5% | +24.7% |
| All | +34.7% | +34.9% | -0.1% | +24.7% |
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