+883.7%
BAH vs IAG
+30.7%
+853.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +2.0% | +28.9% | -26.9% | +1.3% |
| 3M | -7.6% | +19.1% | -26.8% | -8.1% |
| 6M | -5.7% | -10.3% | +4.6% | -5.6% |
| YTD | -11.7% | +24.2% | -35.9% | -12.5% |
| 1Y | -27.4% | +116.5% | -143.9% | -29.2% |
| 3Y | -32.5% | +742.8% | -775.3% | -37.0% |
| 5Y | -3.3% | +753.3% | -756.7% | -10.9% |
| 10Y | +186.0% | +403.2% | -217.2% | +161.5% |
| All | +883.7% | +30.7% | +853.0% | +970.0% |
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