+41.8%
ALM vs IAG
+56.5%
-14.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.2% | -9.1% | -6.2% |
| 7D | -6.4% | +1.1% | -7.5% | -7.6% |
| 30D | -35.0% | -5.3% | -29.7% | -32.7% |
| 3M | -33.8% | +18.0% | -51.9% | -42.0% |
| 6M | -55.0% | +7.1% | -62.1% | -57.3% |
| YTD | -0.2% | +5.9% | -6.2% | +0.4% |
| 1Y | +41.8% | +59.4% | -17.6% | +16.9% |
| All | +41.8% | +56.5% | -14.8% | +16.9% |
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