+15.7%
A vs IAG
+495.5%
-479.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -0.6% |
| 7D | +1.4% | +16.8% | -15.5% | -0.2% |
| 30D | +4.3% | -1.5% | +5.8% | +4.3% |
| 3M | +19.8% | +0.5% | +19.3% | +19.4% |
| 6M | +54.4% | -1.0% | +55.3% | +53.4% |
| YTD | +31.7% | +12.3% | +19.4% | +28.1% |
| 1Y | +22.4% | +39.2% | -16.8% | +16.5% |
| 3Y | +67.7% | +712.3% | -644.6% | +25.4% |
| 5Y | +15.7% | +484.2% | -468.5% | -17.8% |
| All | +15.7% | +495.5% | -479.8% | -17.8% |
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