+238.4%
A vs IAG
+423.2%
-184.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -4.6% | -4.1% | -0.5% | -4.3% |
| 30D | -4.3% | +10.6% | -14.9% | -4.9% |
| 3M | +8.9% | +35.4% | -26.4% | +6.7% |
| 6M | +24.5% | -9.5% | +34.1% | +24.5% |
| YTD | +5.8% | +21.8% | -16.0% | +3.7% |
| 1Y | +16.2% | +84.1% | -67.9% | +10.9% |
| 3Y | +28.5% | +817.4% | -788.9% | +9.1% |
| 5Y | -16.3% | +830.1% | -846.4% | -30.5% |
| All | +238.4% | +423.2% | -184.8% | +183.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling