-99.8%
BIYA vs IAG
+230.2%
-330.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.9% |
| 7D | +2.7% | +4.3% | -1.5% | +4.8% |
| 30D | -18.7% | +9.8% | -28.5% | -14.6% |
| 3M | -72.0% | +28.9% | -100.9% | -66.2% |
| 6M | -86.4% | -7.6% | -78.8% | -84.8% |
| YTD | -94.2% | +22.0% | -116.1% | -92.8% |
| 1Y | -98.4% | +99.5% | -197.9% | -97.9% |
| All | -99.8% | +230.2% | -330.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling