+17.4%
RRX vs IAG
+42.5%
-25.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.6% |
| 7D | -2.0% | +4.5% | -6.6% | -3.0% |
| 30D | -3.6% | -5.7% | +2.0% | -2.7% |
| 3M | -12.3% | +10.1% | -22.5% | -14.6% |
| 6M | -27.5% | +7.3% | -34.8% | -29.3% |
| YTD | +14.9% | +6.1% | +8.8% | +14.1% |
| 1Y | +17.4% | +46.8% | -29.4% | +4.2% |
| All | +17.4% | +42.5% | -25.1% | +4.2% |
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 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