+672.3%
AU vs IAG
+427.6%
+244.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -4.3% | -1.1% | -3.2% | -3.6% |
| 30D | +7.3% | +12.1% | -4.8% | +0.7% |
| 3M | +26.3% | +25.5% | +0.8% | +11.0% |
| 6M | +1.8% | -7.1% | +8.9% | +6.6% |
| YTD | +26.8% | +22.9% | +3.9% | +13.4% |
| 1Y | +66.7% | +83.3% | -16.7% | +19.9% |
| 3Y | +579.1% | +808.5% | -229.5% | +90.4% |
| 5Y | +689.3% | +838.0% | -148.6% | +85.0% |
| All | +672.3% | +427.6% | +244.7% | +133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling