+15.4%
AGG vs IR
+271.9%
-256.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.9% | -3.1% | +2.1% | -0.9% |
| 30D | -1.0% | -14.0% | +13.0% | -0.8% |
| 3M | -1.3% | +3.7% | -5.0% | -1.3% |
| 6M | -2.1% | -15.4% | +13.3% | -2.0% |
| YTD | -1.2% | -7.7% | +6.4% | -1.2% |
| 1Y | -0.5% | -8.8% | +8.3% | -0.4% |
| 3Y | +12.4% | +5.6% | +6.8% | +12.2% |
| 5Y | -2.4% | +34.3% | -36.7% | -3.0% |
| All | +15.4% | +271.9% | -256.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling