+156.1%
ALL vs IAG
+790.4%
-634.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | 0.0% | -0.5% | +0.6% | 0.0% |
| 30D | -1.5% | +28.9% | -30.4% | -1.6% |
| 3M | +23.6% | +19.1% | +4.5% | +23.7% |
| 6M | +22.3% | -10.3% | +32.6% | +23.3% |
| YTD | +26.5% | +24.2% | +2.3% | +25.4% |
| 1Y | +27.0% | +116.5% | -89.5% | +21.8% |
| All | +156.1% | +790.4% | -634.3% | +136.0% |
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 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