-0.8%
BB vs IAG
+423.2%
-424.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | -2.1% | -4.1% | +2.0% | -1.6% |
| 30D | -16.0% | +10.6% | -26.7% | -17.1% |
| 3M | -14.5% | +35.4% | -49.9% | -17.5% |
| 6M | +118.6% | -9.5% | +128.1% | +118.7% |
| YTD | +98.9% | +21.8% | +77.1% | +92.0% |
| 1Y | +99.5% | +84.1% | +15.3% | +83.5% |
| 3Y | +65.4% | +817.4% | -752.0% | +29.3% |
| 5Y | -27.6% | +830.1% | -857.7% | -44.7% |
| All | -0.8% | +423.2% | -424.0% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling