+1,803.2%
BE vs IAG
+655.1%
+1,148.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -1.4% |
| 7D | +20.5% | -2.1% | +22.6% | +21.6% |
| 30D | -23.4% | -6.2% | -17.2% | -21.5% |
| 3M | -14.9% | -5.1% | -9.7% | -13.6% |
| 6M | -28.1% | -10.0% | -18.1% | -26.2% |
| YTD | +132.4% | +3.9% | +128.5% | +122.2% |
| 1Y | +59.4% | +18.9% | +40.5% | +45.4% |
| All | +1,803.2% | +655.1% | +1,148.1% | +660.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling