+2,078.3%
RSG vs IAG
+368.9%
+1,709.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.7% | +4.3% | -5.0% | -0.9% |
| 30D | +3.3% | +9.8% | -6.5% | +2.8% |
| 3M | +8.5% | +28.9% | -20.4% | +6.9% |
| 6M | -3.5% | -7.6% | +4.1% | -3.6% |
| YTD | +5.5% | +22.0% | -16.5% | +3.6% |
| 1Y | -1.7% | +99.5% | -101.2% | -6.2% |
| 3Y | +56.9% | +818.3% | -761.4% | +36.4% |
| 5Y | +89.4% | +785.9% | -696.5% | +61.4% |
| 10Y | +412.5% | +381.1% | +31.4% | +331.7% |
| All | +2,078.3% | +368.9% | +1,709.5% | +1,585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling