+968.8%
RSP vs IAG
+337.4%
+631.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.9% |
| 7D | -1.0% | +21.4% | -22.5% | -2.4% |
| 30D | +2.6% | +4.0% | -1.5% | +2.2% |
| 3M | -0.8% | +17.0% | -17.8% | -2.2% |
| 6M | +6.3% | +1.4% | +4.9% | +5.5% |
| YTD | +14.1% | +13.8% | +0.4% | +11.7% |
| 1Y | +18.0% | +55.8% | -37.8% | +12.8% |
| 3Y | +61.0% | +647.4% | -586.4% | +34.3% |
| 5Y | +45.6% | +519.1% | -473.6% | +19.6% |
| 10Y | +220.2% | +345.6% | -125.4% | +154.8% |
| All | +968.8% | +337.4% | +631.4% | +643.4% |
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 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