+32.8%
RRC vs IAG
+797.8%
-765.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -1.2% | +4.3% | -5.5% | -1.5% |
| 30D | +9.4% | +9.8% | -0.3% | +8.7% |
| 3M | +7.4% | +28.9% | -21.5% | +5.2% |
| 6M | +1.5% | -7.6% | +9.0% | +1.8% |
| YTD | +19.4% | +22.0% | -2.6% | +15.6% |
| 1Y | +24.2% | +99.5% | -75.3% | +13.3% |
| 3Y | +32.8% | +818.3% | -785.5% | -5.4% |
| All | +32.8% | +797.8% | -765.0% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling