+364.8%
ALL vs IAG
+401.0%
-36.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -5.6% | +11.4% | -17.0% | -5.8% |
| 3M | +17.2% | +33.0% | -15.8% | +16.3% |
| 6M | +23.2% | -6.0% | +29.2% | +23.3% |
| YTD | +23.6% | +24.6% | -1.0% | +22.2% |
| 1Y | +29.2% | +105.0% | -75.8% | +25.1% |
| 3Y | +153.8% | +837.9% | -684.1% | +131.8% |
| 5Y | +116.1% | +817.0% | -700.9% | +94.0% |
| 10Y | +364.8% | +425.3% | -60.5% | +313.4% |
| All | +364.8% | +401.0% | -36.2% | +313.4% |
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