+102.8%
BB vs IAG
+377.5%
-274.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -5.6% | -0.5% | -5.1% | -5.6% |
| 30D | -11.8% | +28.9% | -40.7% | -14.4% |
| 3M | -25.5% | +19.1% | -44.7% | -27.1% |
| 6M | +121.3% | -10.3% | +131.5% | +121.9% |
| YTD | +103.2% | +24.2% | +79.0% | +95.8% |
| 1Y | +102.6% | +116.5% | -13.9% | +83.3% |
| 3Y | +37.5% | +742.8% | -705.3% | +6.3% |
| 5Y | -30.4% | +753.3% | -783.8% | -47.8% |
| 10Y | 0.0% | +403.2% | -403.2% | -26.8% |
| All | +102.8% | +377.5% | -274.7% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling