+54.5%
AR vs IAG
+336.8%
-282.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | -5.8% | +16.8% | -22.6% | -7.3% |
| 30D | +4.8% | -1.5% | +6.3% | +4.7% |
| 3M | +1.5% | +0.5% | +1.0% | +1.0% |
| 6M | +4.7% | -1.0% | +5.7% | +3.7% |
| YTD | +9.2% | +12.3% | -3.1% | +5.1% |
| 1Y | +11.2% | +39.2% | -28.1% | +4.2% |
| 3Y | +46.2% | +712.3% | -666.0% | +7.6% |
| 5Y | +98.1% | +484.2% | -386.2% | +43.4% |
| 10Y | +54.5% | +382.3% | -327.8% | +13.5% |
| All | +54.5% | +336.8% | -282.3% | +13.5% |
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