-30.6%
AR vs IAG
+308.7%
-339.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -1.6% |
| 7D | -14.3% | +21.4% | -35.7% | -16.1% |
| 30D | +1.4% | +4.0% | -2.6% | +0.7% |
| 3M | +3.4% | +17.0% | -13.6% | +1.0% |
| 6M | -2.1% | +1.4% | -3.5% | -3.4% |
| YTD | +4.7% | +13.8% | -9.1% | +0.5% |
| 1Y | +10.6% | +55.8% | -45.2% | +2.2% |
| 3Y | +24.6% | +647.4% | -622.8% | -7.4% |
| 5Y | +71.9% | +519.1% | -447.3% | +25.1% |
| 10Y | +46.4% | +345.6% | -299.2% | +3.2% |
| All | -30.6% | +308.7% | -339.3% | -57.9% |
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 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