+87.6%
BB vs IAG
+56.5%
+31.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.2% | -3.3% | +5.2% |
| 7D | -6.8% | +1.1% | -7.9% | -7.0% |
| 30D | -3.5% | -5.3% | +1.7% | -2.8% |
| 3M | -1.2% | +18.0% | -19.3% | -4.3% |
| 6M | +57.0% | +7.1% | +49.9% | +53.8% |
| YTD | +131.1% | +5.9% | +125.2% | +124.1% |
| 1Y | +87.6% | +59.4% | +28.2% | +72.0% |
| All | +87.6% | +56.5% | +31.0% | +72.0% |
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 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