+1,040.1%
A vs IAG
+377.5%
+662.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | +6.9% | +28.9% | -22.0% | +4.8% |
| 3M | +9.2% | +19.1% | -9.9% | +7.4% |
| 6M | +25.7% | -10.3% | +35.9% | +25.9% |
| YTD | +11.5% | +24.2% | -12.7% | +8.5% |
| 1Y | +18.4% | +116.5% | -98.1% | +9.9% |
| 3Y | +26.6% | +742.8% | -716.2% | +3.4% |
| 5Y | -12.8% | +753.3% | -766.1% | -30.8% |
| 10Y | +247.2% | +403.2% | -156.0% | +169.6% |
| All | +1,040.1% | +377.5% | +662.7% | +671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling