+195.2%
BAH vs IAG
+389.3%
-194.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | +1.7% | -7.7% | +9.4% | +1.8% |
| 30D | +20.8% | +1.6% | +19.2% | +20.7% |
| 3M | +11.6% | -2.4% | +14.0% | +11.5% |
| 6M | +23.1% | -7.8% | +30.9% | +23.1% |
| YTD | +5.3% | +5.0% | +0.2% | +4.8% |
| 1Y | +6.1% | +25.7% | -19.5% | +5.3% |
| 3Y | -27.5% | +694.5% | -722.0% | -30.8% |
| 5Y | +6.2% | +421.7% | -415.5% | +0.3% |
| All | +195.2% | +389.3% | -194.1% | +176.3% |
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