-3.8%
BAH vs IAG
+766.8%
-770.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | -4.3% | +4.3% | -8.6% | -4.4% |
| 30D | -4.5% | +9.8% | -14.2% | -4.7% |
| 3M | -7.6% | +28.9% | -36.5% | -8.2% |
| 6M | -10.6% | -7.6% | -3.0% | -10.6% |
| YTD | -12.6% | +22.0% | -34.5% | -13.4% |
| 1Y | -27.0% | +99.5% | -126.5% | -28.8% |
| 3Y | -31.5% | +818.3% | -849.8% | -37.0% |
| 5Y | -3.8% | +785.9% | -789.7% | -16.3% |
| All | -3.8% | +766.8% | -770.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling