+193.4%
B vs IAG
+371.0%
-177.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.6% |
| 7D | +2.3% | +4.3% | -1.9% | +0.4% |
| 30D | +1.4% | +9.8% | -8.4% | -2.8% |
| 3M | +12.2% | +28.9% | -16.7% | -0.1% |
| 6M | -2.1% | -7.6% | +5.5% | +0.6% |
| YTD | +2.9% | +22.0% | -19.0% | -6.9% |
| 1Y | +55.3% | +99.5% | -44.2% | +13.6% |
| 3Y | +198.7% | +818.3% | -619.6% | +6.5% |
| 5Y | +153.8% | +785.9% | -632.1% | -18.4% |
| 10Y | +193.4% | +381.1% | -187.7% | +2.2% |
| All | +193.4% | +371.0% | -177.5% | +2.2% |
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