+236.1%
ALNY vs IAG
+427.6%
-191.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | -6.5% | -1.1% | -5.5% | -6.5% |
| 30D | +11.0% | +12.1% | -1.1% | +10.1% |
| 3M | -14.1% | +25.5% | -39.6% | -15.7% |
| 6M | -22.4% | -7.1% | -15.3% | -22.5% |
| YTD | -37.5% | +22.9% | -60.3% | -38.9% |
| 1Y | -46.9% | +83.3% | -130.3% | -49.7% |
| 3Y | +22.1% | +808.5% | -786.5% | +2.0% |
| 5Y | +31.2% | +838.0% | -806.8% | +7.7% |
| All | +236.1% | +427.6% | -191.5% | +174.1% |
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