+1,942.8%
ALM vs IAG
+384.2%
+1,558.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.1% | -1.3% | -5.4% |
| 7D | -4.0% | -2.1% | -2.0% | -3.5% |
| 30D | -30.5% | -6.2% | -24.3% | -29.5% |
| 3M | -46.9% | -5.1% | -41.8% | -46.1% |
| 6M | -65.5% | -10.0% | -55.5% | -64.6% |
| YTD | -13.4% | +3.9% | -17.3% | -12.3% |
| 1Y | +9.8% | +18.9% | -9.1% | +9.0% |
| 3Y | +783.1% | +651.8% | +131.3% | +613.2% |
| 5Y | +378.3% | +416.3% | -38.0% | +285.3% |
| All | +1,942.8% | +384.2% | +1,558.7% | +1,524.3% |
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