+44.3%
AR vs IAG
+401.0%
-356.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.4% |
| 30D | +5.5% | +11.4% | -5.9% | +4.2% |
| 3M | +12.9% | +33.0% | -20.2% | +9.0% |
| 6M | +0.1% | -6.0% | +6.1% | -0.5% |
| YTD | +13.5% | +24.6% | -11.0% | +8.5% |
| 1Y | +21.6% | +105.0% | -83.4% | +9.0% |
| 3Y | +46.0% | +837.9% | -791.9% | +6.3% |
| 5Y | +143.7% | +817.0% | -673.2% | +71.5% |
| 10Y | +44.3% | +425.3% | -381.0% | +2.2% |
| All | +44.3% | +401.0% | -356.7% | +2.2% |
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