+97.6%
AGG vs IAG
+297.0%
-199.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -0.2% | +1.7% | -1.8% | -0.2% |
| 30D | -0.2% | +11.4% | -11.7% | -0.4% |
| 3M | -0.7% | +33.0% | -33.7% | -1.2% |
| 6M | -1.8% | -6.0% | +4.2% | -1.8% |
| YTD | -0.6% | +24.6% | -25.1% | -1.1% |
| 1Y | +0.4% | +105.0% | -104.6% | -1.0% |
| 3Y | +13.2% | +837.9% | -824.7% | +8.7% |
| 5Y | -2.0% | +817.0% | -818.9% | -6.4% |
| 10Y | +15.1% | +425.3% | -410.2% | +9.7% |
| All | +97.6% | +297.0% | -199.4% | +80.0% |
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 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