+314.7%
A vs IAG
+389.3%
-74.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | -0.5% | -7.7% | +7.2% | 0.0% |
| 30D | 0.0% | +1.6% | -1.6% | -0.2% |
| 3M | +16.7% | -2.4% | +19.1% | +16.7% |
| 6M | +54.8% | -7.8% | +62.7% | +54.9% |
| YTD | +28.8% | +5.0% | +23.8% | +27.1% |
| 1Y | +19.3% | +25.7% | -6.4% | +16.4% |
| 3Y | +65.5% | +694.5% | -629.0% | +40.8% |
| 5Y | +12.1% | +421.7% | -409.6% | -5.8% |
| All | +314.7% | +389.3% | -74.6% | +246.9% |
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