+992.7%
RSP vs IAG
+331.8%
+660.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.6% | +0.4% |
| 7D | +0.7% | +16.8% | -16.1% | -0.4% |
| 30D | +3.7% | -1.5% | +5.2% | +3.6% |
| 3M | +0.7% | +0.5% | +0.2% | +0.4% |
| 6M | +9.0% | -1.0% | +10.0% | +8.4% |
| YTD | +16.7% | +12.3% | +4.4% | +14.3% |
| 1Y | +19.0% | +39.2% | -20.3% | +14.6% |
| 3Y | +64.7% | +712.3% | -647.6% | +36.5% |
| 5Y | +49.6% | +484.2% | -434.6% | +23.4% |
| 10Y | +213.2% | +382.3% | -169.1% | +147.9% |
| All | +992.7% | +331.8% | +660.9% | +660.6% |
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 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