-44.0%
ACHR vs IAG
+430.4%
-474.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.2% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | -11.3% | +12.1% | -23.4% | -13.7% |
| 3M | +5.3% | +25.5% | -20.2% | -0.3% |
| 6M | -13.2% | -7.1% | -6.1% | -13.1% |
| YTD | -25.8% | +22.9% | -48.7% | -29.8% |
| 1Y | -34.3% | +83.3% | -117.6% | -42.1% |
| 3Y | -19.9% | +808.5% | -828.5% | -51.2% |
| 5Y | -42.7% | +838.0% | -880.6% | -66.2% |
| All | -44.0% | +430.4% | -474.4% | -66.1% |
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