+180.8%
ALLY vs IAG
+371.0%
-190.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.2% |
| 7D | +1.0% | +4.3% | -3.2% | +0.8% |
| 30D | -3.3% | +9.8% | -13.1% | -3.8% |
| 3M | +0.5% | +28.9% | -28.5% | -1.0% |
| 6M | +12.6% | -7.6% | +20.2% | +12.5% |
| YTD | -4.7% | +22.0% | -26.6% | -6.3% |
| 1Y | +5.2% | +99.5% | -94.3% | +0.7% |
| 3Y | +66.5% | +818.3% | -751.8% | +45.1% |
| 5Y | +0.2% | +785.9% | -785.7% | -14.7% |
| 10Y | +180.8% | +381.1% | -200.3% | +140.2% |
| All | +180.8% | +371.0% | -190.2% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling