+216.9%
B vs IAG
+384.2%
-167.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -0.8% |
| 7D | -6.2% | -2.1% | -4.1% | -5.4% |
| 30D | -6.6% | -6.2% | -0.4% | -4.1% |
| 3M | -7.9% | -5.1% | -2.7% | -5.8% |
| 6M | -16.8% | -10.0% | -6.8% | -13.3% |
| YTD | -11.7% | +3.9% | -15.6% | -14.2% |
| 1Y | +3.5% | +18.9% | -15.4% | -5.1% |
| 3Y | +165.7% | +651.8% | -486.0% | +4.8% |
| 5Y | +108.4% | +416.3% | -307.9% | -13.1% |
| All | +216.9% | +384.2% | -167.2% | +12.9% |
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 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