-17.7%
BB vs IAG
+421.7%
-439.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | +1.8% | -7.7% | +9.5% | +3.4% |
| 30D | +8.1% | +1.6% | +6.6% | +7.8% |
| 3M | -1.0% | -2.4% | +1.4% | -1.0% |
| 6M | +45.9% | -7.8% | +53.7% | +46.5% |
| YTD | +134.8% | +5.0% | +129.8% | +125.4% |
| 1Y | +104.6% | +25.7% | +78.9% | +88.9% |
| 3Y | +152.8% | +694.5% | -541.7% | +55.4% |
| All | -17.7% | +421.7% | -439.4% | -48.1% |
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