+52.9%
BEN vs IAG
+384.2%
-331.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.8% |
| 7D | +11.3% | -2.1% | +13.4% | +11.5% |
| 30D | +15.0% | -6.2% | +21.2% | +15.4% |
| 3M | +7.8% | -5.1% | +13.0% | +8.0% |
| 6M | +15.5% | -10.0% | +25.5% | +15.7% |
| YTD | +55.4% | +3.9% | +51.5% | +53.3% |
| 1Y | +63.3% | +18.9% | +44.4% | +59.5% |
| 3Y | +83.4% | +651.8% | -568.3% | +54.1% |
| 5Y | +28.1% | +416.3% | -388.2% | +6.0% |
| All | +52.9% | +384.2% | -331.3% | +23.5% |
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