+176.0%
ALLY vs IAG
+336.8%
-160.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.4% | -1.9% |
| 7D | -0.7% | +16.8% | -17.5% | -1.5% |
| 30D | +1.1% | -1.5% | +2.6% | +1.1% |
| 3M | -13.2% | +0.5% | -13.7% | -13.4% |
| 6M | -13.5% | -1.0% | -12.5% | -13.8% |
| YTD | -14.3% | +12.3% | -26.6% | -15.6% |
| 1Y | -1.1% | +39.2% | -40.4% | -3.8% |
| 3Y | +62.0% | +712.3% | -650.3% | +40.8% |
| 5Y | -9.6% | +484.2% | -493.9% | -22.6% |
| 10Y | +176.0% | +382.3% | -206.3% | +135.5% |
| All | +176.0% | +336.8% | -160.8% | +135.5% |
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 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