+2.8%
BAH vs IAG
+34.9%
-32.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.7% |
| 7D | -1.6% | +3.4% | -5.0% | -1.5% |
| 30D | +18.0% | -2.7% | +20.7% | +18.1% |
| 3M | +11.4% | -0.5% | +11.9% | +11.5% |
| 6M | +17.7% | -4.8% | +22.5% | +17.9% |
| YTD | +5.4% | +9.6% | -4.2% | +6.9% |
| 1Y | +2.8% | +32.2% | -29.4% | +3.6% |
| All | +2.8% | +34.9% | -32.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling