+1,209.5%
A vs IAG
+299.6%
+909.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +2.9% | -1.8% |
| 7D | +0.7% | -2.1% | +2.8% | +0.9% |
| 30D | +0.8% | -6.2% | +7.0% | +1.2% |
| 3M | +16.9% | -5.1% | +22.0% | +17.1% |
| 6M | +53.8% | -10.0% | +63.7% | +54.1% |
| YTD | +28.1% | +3.9% | +24.2% | +26.1% |
| 1Y | +15.0% | +18.9% | -3.8% | +12.0% |
| 3Y | +63.1% | +651.8% | -588.7% | +34.3% |
| 5Y | +11.5% | +416.3% | -404.8% | -8.2% |
| 10Y | +303.2% | +377.4% | -74.3% | +215.1% |
| All | +1,209.5% | +299.6% | +909.9% | +796.2% |
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