+114.8%
ALL vs IAG
+766.8%
-652.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.3% |
| 7D | -1.7% | +4.3% | -6.0% | -1.8% |
| 30D | -4.7% | +9.8% | -14.4% | -4.9% |
| 3M | +18.4% | +28.9% | -10.5% | +17.5% |
| 6M | +20.5% | -7.6% | +28.1% | +20.8% |
| YTD | +23.5% | +22.0% | +1.6% | +21.9% |
| 1Y | +29.0% | +99.5% | -70.5% | +23.7% |
| 3Y | +153.7% | +818.3% | -664.6% | +124.3% |
| 5Y | +114.8% | +785.9% | -671.1% | +83.7% |
| All | +114.8% | +766.8% | -652.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling