+69.4%
RRX vs IAG
+655.1%
-585.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +4.0% | -0.5% |
| 7D | +12.6% | -2.1% | +14.7% | +12.9% |
| 30D | +10.6% | -6.2% | +16.7% | +11.4% |
| 3M | +4.6% | -5.1% | +9.8% | +5.1% |
| 6M | -13.6% | -10.0% | -3.6% | -13.3% |
| YTD | +29.4% | +3.9% | +25.5% | +27.6% |
| 1Y | +31.9% | +18.9% | +13.1% | +28.2% |
| All | +69.4% | +655.1% | -585.6% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling