+107.5%
ALL vs IAG
+621.5%
-514.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.2% | -11.7% | -4.4% |
| 7D | -1.9% | +21.4% | -23.4% | -1.9% |
| 30D | +13.8% | +4.0% | +9.7% | +13.8% |
| 3M | -7.0% | +17.0% | -24.0% | -7.0% |
| 6M | +18.0% | +1.4% | +16.6% | +18.3% |
| YTD | +24.2% | +13.8% | +10.4% | +23.2% |
| 1Y | +31.2% | +55.8% | -24.6% | +28.1% |
| 3Y | +107.5% | +647.4% | -539.9% | +99.5% |
| All | +107.5% | +621.5% | -514.0% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling