-3.8%
AS vs IAG
+25.8%
-29.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.3% | -1.8% |
| 7D | -3.6% | -2.1% | -1.6% | -3.2% |
| 30D | +3.4% | -6.2% | +9.6% | +4.3% |
| 3M | -8.6% | -5.1% | -3.5% | -8.6% |
| 6M | -10.0% | -10.0% | -0.1% | -9.4% |
| YTD | -19.2% | +3.9% | -23.1% | -21.4% |
| 1Y | -3.8% | +18.9% | -22.7% | -10.9% |
| All | -3.8% | +25.8% | -29.6% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling