+242.2%
A vs IAG
+434.9%
-192.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.6% |
| 7D | -4.4% | +1.7% | -6.1% | -4.5% |
| 30D | -2.7% | +11.4% | -14.1% | -3.4% |
| 3M | +7.0% | +33.0% | -26.0% | +5.0% |
| 6M | +24.6% | -6.0% | +30.6% | +24.4% |
| YTD | +7.0% | +24.6% | -17.5% | +4.7% |
| 1Y | +15.6% | +105.0% | -89.4% | +9.5% |
| 3Y | +29.9% | +837.9% | -808.0% | +10.2% |
| 5Y | -15.4% | +817.0% | -832.3% | -29.7% |
| All | +242.2% | +434.9% | -192.7% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling