+2,079.4%
ALM vs IAG
+336.8%
+1,742.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.7% | -0.6% | -5.9% |
| 7D | -6.3% | +16.8% | -23.2% | -9.3% |
| 30D | -31.4% | -1.5% | -29.9% | -31.2% |
| 3M | -40.6% | +0.5% | -41.1% | -40.5% |
| 6M | -58.6% | -1.0% | -57.7% | -58.3% |
| YTD | -7.6% | +12.3% | -19.9% | -8.0% |
| 1Y | +13.8% | +39.2% | -25.4% | +9.9% |
| 3Y | +842.1% | +712.3% | +129.8% | +648.7% |
| 5Y | +407.4% | +484.2% | -76.8% | +301.0% |
| 10Y | +2,079.4% | +382.3% | +1,697.1% | +1,623.0% |
| All | +2,079.4% | +336.8% | +1,742.6% | +1,623.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling