+134.4%
BB vs IAG
+303.8%
-169.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | +1.8% | -7.7% | +9.5% | +2.7% |
| 30D | +8.1% | +1.6% | +6.6% | +8.0% |
| 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% | +130.3% |
| 1Y | +104.6% | +25.7% | +78.9% | +96.5% |
| 3Y | +152.8% | +694.5% | -541.7% | +97.1% |
| 5Y | -17.4% | +421.7% | -439.1% | -35.2% |
| 10Y | +22.4% | +382.5% | -360.0% | -9.4% |
| All | +134.4% | +303.8% | -169.4% | +35.9% |
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 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