+29.2%
ALL vs IAG
+19.6%
+9.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.5% |
| 7D | +5.0% | -7.7% | +12.7% | +4.3% |
| 30D | +13.3% | +1.6% | +11.7% | +13.6% |
| 3M | +3.2% | -2.4% | +5.6% | +3.3% |
| 6M | +25.3% | -7.8% | +33.2% | +26.5% |
| YTD | +30.5% | +5.0% | +25.4% | +30.4% |
| 1Y | +29.2% | +25.7% | +3.5% | +28.3% |
| All | +29.2% | +19.6% | +9.6% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling