-98.7%
BIYA vs IAG
+94.1%
-192.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | -0.3% |
| 7D | -1.3% | -4.1% | +2.8% | -3.5% |
| 30D | -15.9% | +10.6% | -26.6% | -10.7% |
| 3M | -81.2% | +35.4% | -116.6% | -76.3% |
| 6M | -88.2% | -9.5% | -78.7% | -86.5% |
| YTD | -94.1% | +21.8% | -116.0% | -92.9% |
| 1Y | -98.7% | +84.1% | -182.8% | -98.8% |
| All | -98.7% | +94.1% | -192.8% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling