-99.8%
BIYA vs IAG
+232.7%
-332.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -1.8% |
| 7D | -1.8% | -1.1% | -0.7% | -2.2% |
| 30D | -17.5% | +12.1% | -29.6% | -12.3% |
| 3M | -78.0% | +25.5% | -103.5% | -74.2% |
| 6M | -89.5% | -7.1% | -82.4% | -88.2% |
| YTD | -94.3% | +22.9% | -117.1% | -92.9% |
| 1Y | -98.6% | +83.3% | -181.9% | -98.1% |
| All | -99.8% | +232.7% | -332.5% | -99.6% |
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 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