+144.3%
AR vs IAG
+766.8%
-622.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -1.8% | +4.3% | -6.1% | -2.4% |
| 30D | +12.6% | +9.8% | +2.8% | +11.0% |
| 3M | +10.0% | +28.9% | -18.9% | +5.5% |
| 6M | +0.6% | -7.6% | +8.2% | +0.3% |
| YTD | +13.4% | +22.0% | -8.5% | +6.8% |
| 1Y | +21.7% | +99.5% | -77.8% | +4.3% |
| 3Y | +45.8% | +818.3% | -772.4% | -11.7% |
| 5Y | +144.3% | +785.9% | -641.7% | +38.9% |
| All | +144.3% | +766.8% | -622.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling