+67.3%
AG vs IAG
+796.9%
-729.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.3% |
| 7D | -5.8% | -4.1% | -1.7% | -3.0% |
| 30D | +6.4% | +10.6% | -4.3% | -0.7% |
| 3M | +28.4% | +35.4% | -7.0% | +4.2% |
| 6M | -24.5% | -9.5% | -14.9% | -18.5% |
| YTD | +21.2% | +21.8% | -0.6% | +9.1% |
| 1Y | +114.1% | +84.1% | +30.0% | +49.4% |
| 3Y | +268.0% | +817.4% | -549.3% | -7.7% |
| 5Y | +67.3% | +830.1% | -762.8% | -61.6% |
| All | +67.3% | +796.9% | -729.5% | -61.6% |
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 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