+5,240.4%
AGI vs IAG
+368.9%
+4,871.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.4% |
| 7D | +4.4% | +4.3% | +0.1% | +2.0% |
| 30D | +10.0% | +9.8% | +0.2% | +4.3% |
| 3M | +1.7% | +28.9% | -27.2% | -12.3% |
| 6M | -26.8% | -7.6% | -19.2% | -23.8% |
| YTD | -5.3% | +22.0% | -27.3% | -15.8% |
| 1Y | +11.5% | +99.5% | -88.0% | -25.1% |
| 3Y | +212.9% | +818.3% | -605.3% | -20.6% |
| 5Y | +388.8% | +785.9% | -397.1% | +9.1% |
| 10Y | +383.6% | +381.1% | +2.5% | +40.6% |
| All | +5,240.4% | +368.9% | +4,871.6% | +984.0% |
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