+1,004.9%
RRC vs IAG
+377.5%
+627.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +10.1% | +28.9% | -18.8% | +5.4% |
| 3M | +4.0% | +19.1% | -15.1% | +0.2% |
| 6M | +1.6% | -10.3% | +11.8% | +1.2% |
| YTD | +19.7% | +24.2% | -4.5% | +12.0% |
| 1Y | +21.4% | +116.5% | -95.1% | +2.8% |
| 3Y | +29.7% | +742.8% | -713.1% | -16.8% |
| 5Y | +153.9% | +753.3% | -599.5% | +53.4% |
| 10Y | +10.8% | +403.2% | -392.4% | -37.2% |
| All | +1,004.9% | +377.5% | +627.5% | +381.7% |
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 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