+206.0%
RRX vs IAG
+423.2%
-217.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -3.7% | -4.1% | +0.3% | -3.4% |
| 30D | -9.3% | +10.6% | -19.9% | -10.1% |
| 3M | -21.8% | +35.4% | -57.2% | -23.9% |
| 6M | -22.0% | -9.5% | -12.5% | -22.0% |
| YTD | +11.9% | +21.8% | -9.9% | +9.4% |
| 1Y | +11.6% | +84.1% | -72.5% | +5.9% |
| 3Y | +2.2% | +817.4% | -815.2% | -14.5% |
| 5Y | +14.9% | +830.1% | -815.2% | -7.1% |
| All | +206.0% | +423.2% | -217.1% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling