-14.9%
A vs IAG
+766.8%
-781.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | -2.1% | +4.3% | -6.3% | -2.4% |
| 30D | +0.6% | +9.8% | -9.2% | -0.3% |
| 3M | +10.9% | +28.9% | -18.0% | +8.0% |
| 6M | +28.2% | -7.6% | +35.7% | +28.0% |
| YTD | +8.6% | +22.0% | -13.4% | +5.2% |
| 1Y | +15.5% | +99.5% | -84.0% | +6.5% |
| 3Y | +31.8% | +818.3% | -786.5% | -0.6% |
| 5Y | -14.9% | +785.9% | -800.8% | -36.9% |
| All | -14.9% | +766.8% | -781.7% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling