+90.0%
RSG vs IAG
+820.9%
-730.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| YTD | +6.0% | +22.9% | -16.8% | +4.9% |
| 1Y | -3.0% | +83.3% | -86.3% | -5.8% |
| 3Y | +56.5% | +808.5% | -752.0% | +41.1% |
| All | +90.0% | +820.9% | -730.9% | +68.2% |
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 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