+519.9%
RVMD vs IAG
+804.5%
-284.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -3.0% | -1.1% | -1.9% | -2.8% |
| 30D | -0.7% | +12.1% | -12.8% | -2.4% |
| 3M | +36.5% | +25.5% | +11.0% | +31.7% |
| 6M | +104.6% | -7.1% | +111.7% | +103.8% |
| YTD | +155.8% | +22.9% | +133.0% | +143.4% |
| 1Y | +340.7% | +83.3% | +257.3% | +292.6% |
| 3Y | +519.9% | +808.5% | -288.6% | +272.2% |
| All | +519.9% | +804.5% | -284.5% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling