+668.0%
BE vs IAG
+201.7%
+466.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.2% |
| 7D | +10.8% | -7.7% | +18.5% | +13.3% |
| 30D | -19.8% | +1.6% | -21.4% | -20.3% |
| 3M | -18.7% | -2.4% | -16.3% | -18.4% |
| 6M | -33.7% | -7.8% | -25.9% | -32.7% |
| YTD | +121.0% | +5.0% | +115.9% | +115.5% |
| 1Y | +85.4% | +25.7% | +59.7% | +73.5% |
| 3Y | +1,709.5% | +694.5% | +1,015.0% | +997.5% |
| 5Y | +462.2% | +421.7% | +40.5% | +238.8% |
| All | +668.0% | +201.7% | +466.2% | +665.2% |
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