+979.4%
RSP vs IAG
+377.5%
+601.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -0.3% | +28.9% | -29.2% | -2.3% |
| 3M | +4.3% | +19.1% | -14.9% | +2.6% |
| 6M | +8.8% | -10.3% | +19.1% | +8.9% |
| YTD | +15.3% | +24.2% | -8.9% | +12.3% |
| 1Y | +18.3% | +116.5% | -98.2% | +10.3% |
| 3Y | +52.8% | +742.8% | -690.0% | +26.3% |
| 5Y | +51.7% | +753.3% | -701.6% | +21.9% |
| 10Y | +208.5% | +403.2% | -194.7% | +142.9% |
| All | +979.4% | +377.5% | +601.9% | +647.3% |
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