+227.1%
ACWI vs IAG
+370.6%
-143.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -0.7% | +3.4% | -4.1% | -0.9% |
| 30D | -2.0% | -2.7% | +0.7% | -1.9% |
| 3M | -2.2% | -0.5% | -1.7% | -2.4% |
| 6M | +1.9% | -4.8% | +6.7% | +1.6% |
| YTD | +12.0% | +9.6% | +2.4% | +10.1% |
| 1Y | +12.5% | +32.2% | -19.7% | +9.1% |
| 3Y | +75.4% | +692.5% | -617.1% | +48.2% |
| 5Y | +61.5% | +447.6% | -386.1% | +35.2% |
| 10Y | +227.1% | +403.3% | -176.2% | +168.6% |
| All | +227.1% | +370.6% | -143.5% | +168.6% |
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