+138.0%
B vs IAG
+515.1%
-377.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -2.6% |
| 7D | +9.6% | +21.4% | -11.8% | +0.5% |
| 30D | +3.5% | +4.0% | -0.5% | +1.5% |
| 3M | -1.6% | +17.0% | -18.6% | -8.4% |
| 6M | -1.7% | +1.4% | -3.1% | -2.8% |
| YTD | -5.3% | +13.8% | -19.1% | -11.3% |
| 1Y | +27.2% | +55.8% | -28.6% | +5.4% |
| 3Y | +166.1% | +647.4% | -481.3% | +17.0% |
| All | +138.0% | +515.1% | -377.1% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling