+123.4%
ALLY vs IAG
+464.2%
-340.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | -2.3% | +28.9% | -31.1% | -3.3% |
| 3M | +3.8% | +19.1% | -15.3% | +2.9% |
| 6M | +9.7% | -10.3% | +20.0% | +9.7% |
| YTD | -1.4% | +24.2% | -25.6% | -2.8% |
| 1Y | +8.2% | +116.5% | -108.3% | +4.2% |
| 3Y | +66.5% | +742.8% | -676.3% | +50.3% |
| 5Y | +1.2% | +753.3% | -752.1% | -10.3% |
| 10Y | +191.4% | +403.2% | -211.8% | +158.0% |
| All | +123.4% | +464.2% | -340.7% | +91.7% |
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