+911.5%
BE vs IAG
+256.8%
+654.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.5% | +7.9% |
| 7D | +20.0% | -0.5% | +20.5% | +20.0% |
| 30D | +7.9% | +28.9% | -21.0% | -0.1% |
| 3M | -13.2% | +19.1% | -32.4% | -17.6% |
| 6M | +53.5% | -10.3% | +63.7% | +55.7% |
| YTD | +191.0% | +24.2% | +166.8% | +171.4% |
| 1Y | +360.5% | +116.5% | +244.0% | +279.0% |
| 3Y | +1,568.0% | +742.8% | +825.2% | +883.3% |
| 5Y | +1,055.2% | +753.3% | +301.9% | +532.9% |
| All | +911.5% | +256.8% | +654.7% | +863.6% |
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 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