+68.0%
ACWI vs IAG
+764.1%
-696.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +0.9% | +28.9% | -28.0% | -1.6% |
| 3M | +2.4% | +19.1% | -16.7% | +0.4% |
| 6M | +12.4% | -10.3% | +22.6% | +12.4% |
| YTD | +15.2% | +24.2% | -9.0% | +11.6% |
| 1Y | +22.7% | +116.5% | -93.8% | +13.0% |
| 3Y | +75.8% | +742.8% | -667.0% | +40.5% |
| All | +68.0% | +764.1% | -696.2% | +27.0% |
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