-24.2%
AR vs IAG
+346.2%
-370.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +14.8% | +28.9% | -14.1% | +11.4% |
| 3M | +6.2% | +19.1% | -12.9% | +3.6% |
| 6M | +4.3% | -10.3% | +14.5% | +4.1% |
| YTD | +14.4% | +24.2% | -9.8% | +9.2% |
| 1Y | +21.3% | +116.5% | -95.2% | +7.9% |
| 3Y | +39.8% | +742.8% | -703.0% | +2.8% |
| 5Y | +142.1% | +753.3% | -611.3% | +71.3% |
| 10Y | +52.0% | +403.2% | -351.1% | +5.7% |
| All | -24.2% | +346.2% | -370.4% | -54.3% |
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