+256.0%
B vs IAG
+362.6%
-106.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.5% | +1.2% |
| 7D | +11.3% | +24.0% | -12.7% | -0.5% |
| 30D | +2.9% | +5.5% | -2.6% | -0.2% |
| 3M | -2.9% | +8.3% | -11.2% | -7.1% |
| 6M | -1.2% | +6.1% | -7.3% | -5.0% |
| YTD | -1.3% | +20.3% | -21.6% | -12.5% |
| 1Y | +30.4% | +56.5% | -26.1% | +1.0% |
| 3Y | +195.3% | +762.6% | -567.3% | -14.5% |
| 5Y | +146.2% | +546.3% | -400.0% | -29.4% |
| 10Y | +200.5% | +356.1% | -155.6% | -19.6% |
| All | +256.0% | +362.6% | -106.5% | -47.5% |
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