+2,131.1%
ALM vs IAG
+790.4%
+1,340.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +32.0% | +28.9% | +3.1% | +17.9% |
| 3M | -15.0% | +19.1% | -34.2% | -20.8% |
| 6M | -10.1% | -10.3% | +0.1% | -7.1% |
| YTD | +99.4% | +24.2% | +75.2% | +85.8% |
| 1Y | +316.4% | +116.5% | +199.9% | +227.3% |
| All | +2,131.1% | +790.4% | +1,340.7% | +1,122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling