+1,074.1%
BAH vs IAG
+15.3%
+1,058.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | -1.6% | +3.4% | -5.0% | -1.7% |
| 30D | +18.0% | -2.7% | +20.7% | +18.0% |
| 3M | +11.4% | -0.5% | +11.9% | +11.3% |
| 6M | +17.7% | -4.8% | +22.5% | +17.6% |
| YTD | +5.4% | +9.6% | -4.2% | +4.6% |
| 1Y | +2.8% | +32.2% | -29.4% | +1.5% |
| 3Y | -26.7% | +692.5% | -719.2% | -31.4% |
| 5Y | +8.1% | +447.6% | -439.5% | +0.6% |
| 10Y | +202.5% | +403.3% | -200.8% | +176.5% |
| All | +1,074.1% | +15.3% | +1,058.8% | +1,179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling