+1.1%
ALLY vs IAG
+52.4%
-51.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.4% |
| 7D | -0.2% | +24.0% | -24.2% | -2.3% |
| 30D | +3.4% | +5.5% | -2.1% | +2.6% |
| 3M | -11.1% | +8.3% | -19.4% | -12.1% |
| 6M | -11.5% | +6.1% | -17.6% | -12.9% |
| YTD | -12.3% | +20.3% | -32.6% | -17.1% |
| All | +1.1% | +52.4% | -51.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling