+133.7%
AS vs IAG
+623.1%
-489.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +7.1% | +4.5% | +2.6% | +6.3% |
| 30D | +12.8% | -5.7% | +18.5% | +13.6% |
| 3M | -14.7% | +10.1% | -24.9% | -16.7% |
| 6M | -9.9% | +7.3% | -17.2% | -12.2% |
| YTD | -16.1% | +6.1% | -22.3% | -18.4% |
| 1Y | +0.2% | +46.8% | -46.7% | -6.6% |
| All | +133.7% | +623.1% | -489.4% | +67.6% |
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