+1,250.2%
RRC vs IAG
+331.8%
+918.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.7% | +11.5% | +5.8% |
| 7D | -5.2% | +16.8% | -22.0% | -7.8% |
| 30D | +25.2% | -1.5% | +26.7% | +24.9% |
| 3M | +27.4% | +0.5% | +26.9% | +26.2% |
| 6M | +27.0% | -1.0% | +28.0% | +24.8% |
| YTD | +46.3% | +12.3% | +34.0% | +38.2% |
| 1Y | +37.1% | +39.2% | -2.1% | +24.8% |
| 3Y | +60.2% | +712.3% | -652.1% | +2.9% |
| 5Y | +136.6% | +484.2% | -347.6% | +51.7% |
| 10Y | +68.8% | +382.3% | -313.5% | -3.4% |
| All | +1,250.2% | +331.8% | +918.4% | +494.2% |
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