+341.7%
ACWI vs IAG
+150.8%
+190.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 1Y | +11.7% | +18.9% | -7.2% | +8.4% |
| 3Y | +74.4% | +651.8% | -577.4% | +41.1% |
| 5Y | +59.5% | +416.3% | -356.8% | +29.0% |
| 10Y | +225.2% | +377.4% | -152.2% | +148.1% |
| All | +341.7% | +150.8% | +190.9% | +159.1% |
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 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