+48.5%
BB vs IAG
+817.0%
-768.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.9% |
| 7D | +1.8% | +1.7% | +0.2% | +1.5% |
| 30D | -12.2% | +11.4% | -23.7% | -14.3% |
| 3M | -12.3% | +33.0% | -45.4% | -17.5% |
| 6M | +122.7% | -6.0% | +128.7% | +120.8% |
| YTD | +104.5% | +24.6% | +79.9% | +89.6% |
| 1Y | +106.7% | +105.0% | +1.7% | +70.3% |
| All | +48.5% | +817.0% | -768.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling