+934.0%
BE vs IAG
+250.0%
+684.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.4% |
| 7D | +9.7% | -4.1% | +13.8% | +10.9% |
| 30D | +22.4% | +10.6% | +11.8% | +18.7% |
| 3M | +10.4% | +35.4% | -25.0% | +1.1% |
| 6M | +67.9% | -9.5% | +77.4% | +69.9% |
| YTD | +197.5% | +21.8% | +175.7% | +178.7% |
| 1Y | +310.6% | +84.1% | +226.4% | +250.0% |
| 3Y | +1,657.2% | +817.4% | +839.9% | +920.3% |
| 5Y | +1,218.2% | +830.1% | +388.1% | +614.2% |
| All | +934.0% | +250.0% | +684.0% | +889.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling