+99.5%
BB vs IAG
+94.1%
+5.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.4% |
| 7D | -2.1% | -4.1% | +2.0% | -1.5% |
| 30D | -16.0% | +10.6% | -26.7% | -17.4% |
| 3M | -14.5% | +35.4% | -49.9% | -18.6% |
| 6M | +118.6% | -9.5% | +128.1% | +113.2% |
| YTD | +98.9% | +21.8% | +77.1% | +88.0% |
| 1Y | +99.5% | +84.1% | +15.3% | +56.9% |
| All | +99.5% | +94.1% | +5.4% | +56.9% |
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