+3,082.3%
ALM vs IAG
+401.0%
+2,681.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.3% | -4.6% |
| 7D | +3.6% | +1.7% | +1.9% | +3.2% |
| 30D | +33.8% | +11.4% | +22.3% | +31.0% |
| 3M | +14.8% | +33.0% | -18.3% | +8.8% |
| 6M | -7.0% | -6.0% | -1.0% | -5.9% |
| YTD | +108.1% | +24.6% | +83.5% | +102.4% |
| 1Y | +313.8% | +105.0% | +208.8% | +275.9% |
| 3Y | +2,227.6% | +837.9% | +1,389.7% | +1,688.8% |
| 5Y | +956.6% | +817.0% | +139.7% | +686.9% |
| 10Y | +3,082.3% | +425.3% | +2,657.0% | +2,270.2% |
| All | +3,082.3% | +401.0% | +2,681.3% | +2,270.2% |
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