-27.8%
BB vs IAG
+804.8%
-832.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.4% |
| 6M | +122.7% | -6.0% | +128.7% | +121.4% |
| YTD | +104.5% | +24.6% | +79.9% | +90.4% |
| 1Y | +106.7% | +105.0% | +1.7% | +72.5% |
| 3Y | +70.0% | +837.9% | -767.9% | +1.4% |
| 5Y | -27.8% | +817.0% | -844.7% | -59.9% |
| All | -27.8% | +804.8% | -832.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling