+191.5%
BAH vs IAG
+401.0%
-209.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | -6.6% | +11.4% | -18.1% | -6.8% |
| 3M | -7.2% | +33.0% | -40.2% | -7.6% |
| 6M | -10.0% | -6.0% | -4.0% | -10.0% |
| YTD | -12.5% | +24.6% | -37.0% | -13.0% |
| 1Y | -27.9% | +105.0% | -132.9% | -29.1% |
| 3Y | -31.4% | +837.9% | -869.3% | -34.8% |
| 5Y | -3.2% | +817.0% | -820.2% | -9.2% |
| 10Y | +191.5% | +425.3% | -233.9% | +171.0% |
| All | +191.5% | +401.0% | -209.5% | +171.0% |
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