+7.3%
BAH vs IAG
+505.2%
-497.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.2% | -11.6% | -4.6% |
| 7D | -3.5% | +21.4% | -25.0% | -4.0% |
| 30D | +24.3% | +4.0% | +20.2% | +24.1% |
| 3M | +16.3% | +17.0% | -0.7% | +15.7% |
| 6M | +13.6% | +1.4% | +12.2% | +13.3% |
| YTD | +3.5% | +13.8% | -10.3% | +2.6% |
| 1Y | +2.7% | +55.8% | -53.1% | +0.6% |
| 3Y | -26.6% | +647.4% | -674.0% | -32.6% |
| All | +7.3% | +505.2% | -497.9% | -5.8% |
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