+96.8%
ALLY vs IAG
+416.8%
-320.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.2% | -8.9% | -2.0% |
| 7D | +0.9% | +21.4% | -20.5% | +0.1% |
| 30D | +3.1% | +4.0% | -1.0% | +2.8% |
| 3M | -12.6% | +17.0% | -29.6% | -13.3% |
| 6M | -12.4% | +1.4% | -13.8% | -12.8% |
| YTD | -13.2% | +13.8% | -26.9% | -14.2% |
| 1Y | +1.8% | +55.8% | -54.0% | -0.6% |
| 3Y | +58.0% | +647.4% | -589.4% | +43.2% |
| 5Y | -8.4% | +519.1% | -527.6% | -18.1% |
| 10Y | +195.3% | +345.6% | -150.3% | +162.4% |
| All | +96.8% | +416.8% | -320.0% | +69.4% |
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