+16.2%
RSP vs IAG
+102.4%
-86.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -2.5% | +11.4% | -14.0% | -3.2% |
| 3M | +3.0% | +33.0% | -30.0% | +0.9% |
| 6M | +8.9% | -6.0% | +14.9% | +8.3% |
| YTD | +13.0% | +24.6% | -11.6% | +10.9% |
| 1Y | +16.2% | +105.0% | -88.7% | +10.6% |
| All | +16.2% | +102.4% | -86.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling