+375.9%
AU vs IAG
+368.9%
+7.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | -0.3% | +4.3% | -4.5% | -2.7% |
| 30D | +12.8% | +9.8% | +3.0% | +7.0% |
| 3M | +28.5% | +28.9% | -0.5% | +11.2% |
| 6M | +4.8% | -7.6% | +12.4% | +10.3% |
| YTD | +31.0% | +22.0% | +9.0% | +17.3% |
| 1Y | +81.4% | +99.5% | -18.1% | +23.1% |
| 3Y | +618.4% | +818.3% | -199.8% | +89.2% |
| 5Y | +686.3% | +785.9% | -99.6% | +78.9% |
| 10Y | +664.5% | +381.1% | +283.4% | +110.8% |
| All | +375.9% | +368.9% | +7.1% | -29.6% |
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 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