+18.1%
RRX vs IAG
+820.9%
-802.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.6% |
| 7D | -0.3% | -1.1% | +0.7% | -0.2% |
| 30D | -6.1% | +12.1% | -18.3% | -7.4% |
| 3M | -23.1% | +25.5% | -48.6% | -25.2% |
| 6M | -19.5% | -7.1% | -12.4% | -19.8% |
| YTD | +16.1% | +22.9% | -6.8% | +12.6% |
| 1Y | +12.9% | +83.3% | -70.4% | +5.6% |
| 3Y | +7.9% | +808.5% | -800.6% | -14.6% |
| All | +18.1% | +820.9% | -802.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling