+8.9%
RRX vs IAG
+84.7%
-75.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | -3.7% | -4.1% | +0.3% | -3.0% |
| 30D | -9.3% | +10.6% | -19.9% | -11.3% |
| 3M | -21.8% | +35.4% | -57.2% | -27.2% |
| 6M | -22.0% | -9.5% | -12.5% | -23.0% |
| YTD | +11.9% | +21.8% | -9.9% | +6.6% |
| All | +8.9% | +84.7% | -75.7% | -8.2% |
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