+371.6%
ALL vs IAG
+389.3%
-17.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +5.0% | -7.7% | +12.7% | +5.2% |
| 30D | +13.3% | +1.6% | +11.7% | +13.2% |
| 3M | +3.2% | -2.4% | +5.6% | +3.1% |
| 6M | +25.3% | -7.8% | +33.2% | +25.3% |
| YTD | +30.5% | +5.0% | +25.4% | +29.3% |
| 1Y | +29.2% | +25.7% | +3.5% | +27.1% |
| 3Y | +119.1% | +694.5% | -575.4% | +100.6% |
| 5Y | +162.6% | +421.7% | -259.1% | +138.3% |
| All | +371.6% | +389.3% | -17.6% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling