+617.4%
RVMD vs IAG
+555.0%
+62.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | -1.2% | +4.3% | -5.5% | -1.7% |
| 30D | +1.1% | +9.8% | -8.7% | -0.1% |
| 3M | +39.6% | +28.9% | +10.7% | +35.2% |
| 6M | +110.7% | -7.6% | +118.3% | +110.4% |
| YTD | +160.3% | +22.0% | +138.3% | +150.5% |
| 1Y | +404.9% | +99.5% | +305.4% | +358.0% |
| 3Y | +545.5% | +818.3% | -272.8% | +381.9% |
| 5Y | +584.7% | +785.9% | -201.2% | +397.8% |
| All | +617.4% | +555.0% | +62.3% | +475.6% |
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