-99.8%
BIYA vs IAG
+237.3%
-337.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | +0.6% |
| 7D | +2.7% | +1.7% | +1.1% | +3.5% |
| 30D | -16.7% | +11.4% | -28.1% | -11.8% |
| 3M | -74.6% | +33.0% | -107.7% | -68.9% |
| 6M | -85.4% | -6.0% | -79.4% | -83.5% |
| YTD | -94.2% | +24.6% | -118.7% | -92.8% |
| 1Y | -98.6% | +105.0% | -203.6% | -98.0% |
| All | -99.8% | +237.3% | -337.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling