+1,086.2%
ALL vs IAG
+337.4%
+748.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.2% | -11.7% | -4.8% |
| 7D | -1.9% | +21.4% | -23.4% | -3.0% |
| 30D | +13.8% | +4.0% | +9.7% | +13.4% |
| 3M | -7.0% | +17.0% | -24.0% | -8.1% |
| 6M | +18.0% | +1.4% | +16.6% | +17.2% |
| YTD | +24.2% | +13.8% | +10.4% | +21.7% |
| 1Y | +31.2% | +55.8% | -24.6% | +26.0% |
| 3Y | +107.5% | +647.4% | -539.9% | +77.9% |
| 5Y | +144.8% | +519.1% | -374.3% | +107.1% |
| 10Y | +375.8% | +345.6% | +30.1% | +290.6% |
| All | +1,086.2% | +337.4% | +748.8% | +724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling