+76.3%
ALLY vs IAG
+790.4%
-714.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | -2.3% | +28.9% | -31.1% | -4.0% |
| 3M | +3.8% | +19.1% | -15.3% | +2.3% |
| 6M | +9.7% | -10.3% | +20.0% | +9.6% |
| YTD | -1.4% | +24.2% | -25.6% | -3.9% |
| 1Y | +8.2% | +116.5% | -108.3% | +1.2% |
| All | +76.3% | +790.4% | -714.2% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling