+59.5%
ACWI vs IAG
+427.4%
-367.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | -0.1% |
| 7D | +2.7% | -2.1% | +4.7% | +2.8% |
| 30D | -2.6% | -6.2% | +3.6% | -2.2% |
| 3M | -3.2% | -5.1% | +2.0% | -3.0% |
| 6M | +1.9% | -10.0% | +11.9% | +2.1% |
| YTD | +11.3% | +3.9% | +7.4% | +9.4% |
| 1Y | +11.7% | +18.9% | -7.2% | +8.3% |
| 3Y | +74.4% | +651.8% | -577.4% | +40.1% |
| 5Y | +59.5% | +416.3% | -356.8% | +25.3% |
| All | +59.5% | +427.4% | -367.9% | +25.3% |
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