+1,227.8%
BE vs IAG
+804.8%
+423.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.6% |
| 7D | +23.9% | +1.7% | +22.2% | +23.1% |
| 30D | +27.8% | +11.4% | +16.4% | +22.6% |
| 3M | +3.7% | +33.0% | -29.3% | -6.7% |
| 6M | +78.0% | -6.0% | +83.9% | +78.0% |
| YTD | +209.9% | +24.6% | +185.3% | +181.9% |
| 1Y | +389.6% | +105.0% | +284.6% | +285.9% |
| 3Y | +1,730.6% | +837.9% | +892.7% | +788.8% |
| 5Y | +1,227.8% | +817.0% | +410.8% | +481.0% |
| All | +1,227.8% | +804.8% | +423.0% | +481.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling