+707.7%
BE vs IAG
+198.6%
+509.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.2% |
| 7D | +20.5% | -2.1% | +22.6% | +21.3% |
| 30D | -23.4% | -6.2% | -17.2% | -22.1% |
| 3M | -14.9% | -5.1% | -9.7% | -13.9% |
| 6M | -28.1% | -10.0% | -18.1% | -26.4% |
| YTD | +132.4% | +3.9% | +128.5% | +127.3% |
| 1Y | +59.4% | +18.9% | +40.5% | +51.5% |
| 3Y | +1,815.8% | +651.8% | +1,164.1% | +1,075.2% |
| 5Y | +491.3% | +416.3% | +75.0% | +257.5% |
| All | +707.7% | +198.6% | +509.1% | +707.3% |
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