+204.4%
RSP vs IAG
+371.0%
-166.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -0.4% | +4.3% | -4.6% | -0.6% |
| 30D | -1.5% | +9.8% | -11.3% | -2.1% |
| 3M | +4.8% | +28.9% | -24.1% | +3.1% |
| 6M | +10.3% | -7.6% | +17.9% | +10.2% |
| YTD | +14.1% | +22.0% | -7.9% | +11.9% |
| 1Y | +17.0% | +99.5% | -82.5% | +11.4% |
| 3Y | +54.2% | +818.3% | -764.1% | +32.9% |
| 5Y | +51.5% | +785.9% | -734.4% | +27.6% |
| 10Y | +204.4% | +381.1% | -176.7% | +155.4% |
| All | +204.4% | +371.0% | -166.6% | +155.4% |
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