+166.1%
B vs IAG
+621.5%
-455.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -3.1% |
| 7D | +9.6% | +21.4% | -11.8% | -0.8% |
| 30D | +3.5% | +4.0% | -0.5% | +1.2% |
| 3M | -1.6% | +17.0% | -18.6% | -9.5% |
| 6M | -1.7% | +1.4% | -3.1% | -3.2% |
| YTD | -5.3% | +13.8% | -19.1% | -12.4% |
| 1Y | +27.2% | +55.8% | -28.6% | +2.5% |
| 3Y | +166.1% | +647.4% | -481.3% | +8.7% |
| All | +166.1% | +621.5% | -455.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling