+1,115.6%
ALL vs IAG
+331.8%
+783.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.5% | +3.2% |
| 7D | -0.1% | +16.8% | -17.0% | -1.0% |
| 30D | +13.8% | -1.5% | +15.3% | +13.7% |
| 3M | -2.8% | +0.5% | -3.3% | -3.1% |
| 6M | +23.7% | -1.0% | +24.6% | +22.9% |
| YTD | +27.3% | +12.3% | +15.0% | +24.7% |
| 1Y | +30.5% | +39.2% | -8.7% | +26.2% |
| 3Y | +113.0% | +712.3% | -599.3% | +81.6% |
| 5Y | +157.6% | +484.2% | -326.7% | +118.6% |
| 10Y | +368.4% | +382.3% | -13.9% | +282.5% |
| All | +1,115.6% | +331.8% | +783.8% | +745.5% |
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 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