+420.8%
RSG vs IAG
+427.6%
-6.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | +4.0% | +12.1% | -8.2% | +3.6% |
| 3M | +7.4% | +25.5% | -18.2% | +6.6% |
| 6M | +0.1% | -7.1% | +7.2% | +0.1% |
| YTD | +6.0% | +22.9% | -16.8% | +4.9% |
| 1Y | -3.0% | +83.3% | -86.3% | -5.4% |
| 3Y | +56.5% | +808.5% | -752.0% | +43.6% |
| 5Y | +90.9% | +838.0% | -747.0% | +72.1% |
| All | +420.8% | +427.6% | -6.8% | +368.0% |
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 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