+276.9%
B vs IAG
+377.5%
-100.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +9.4% | +28.9% | -19.5% | -4.4% |
| 3M | +5.0% | +19.1% | -14.2% | -4.6% |
| 6M | -3.5% | -10.3% | +6.7% | +0.9% |
| YTD | +4.5% | +24.2% | -19.7% | -8.6% |
| 1Y | +67.8% | +116.5% | -48.7% | +9.8% |
| 3Y | +196.7% | +742.8% | -546.1% | -13.7% |
| 5Y | +151.9% | +753.3% | -601.4% | -38.2% |
| 10Y | +202.2% | +403.2% | -201.0% | -24.6% |
| All | +276.9% | +377.5% | -100.6% | -45.2% |
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 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