+356.8%
ACWI vs IAG
+199.7%
+157.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +2.4% | +19.1% | -16.7% | +0.5% |
| 6M | +12.4% | -10.3% | +22.6% | +12.6% |
| YTD | +15.2% | +24.2% | -9.0% | +11.7% |
| 1Y | +22.7% | +116.5% | -93.8% | +13.1% |
| 3Y | +75.8% | +742.8% | -667.0% | +40.9% |
| 5Y | +67.7% | +753.3% | -685.6% | +30.0% |
| 10Y | +229.0% | +403.2% | -174.2% | +149.3% |
| All | +356.8% | +199.7% | +157.1% | +164.5% |
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