+3,585.7%
ALNY vs IAG
+305.4%
+3,280.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | +18.9% | +11.4% | +7.5% | +17.7% |
| 3M | -13.3% | +33.0% | -46.4% | -15.9% |
| 6M | -20.3% | -6.0% | -14.3% | -20.5% |
| YTD | -35.1% | +24.6% | -59.7% | -37.2% |
| 1Y | -46.5% | +105.0% | -151.5% | -50.6% |
| 3Y | +28.1% | +837.9% | -809.8% | +0.9% |
| 5Y | +36.1% | +817.0% | -780.9% | +4.3% |
| 10Y | +269.7% | +425.3% | -155.6% | +177.7% |
| All | +3,585.7% | +305.4% | +3,280.3% | +2,477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling