+120.2%
BKR vs IAG
+427.6%
-307.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -7.0% | -1.1% | -5.9% | -6.9% |
| 30D | -8.1% | +12.1% | -20.2% | -9.5% |
| 3M | -6.6% | +25.5% | -32.1% | -9.7% |
| 6M | +0.9% | -7.1% | +8.0% | +0.6% |
| YTD | +31.1% | +22.9% | +8.2% | +25.6% |
| 1Y | +27.7% | +83.3% | -55.6% | +15.7% |
| 3Y | +71.2% | +808.5% | -737.3% | +21.8% |
| 5Y | +177.6% | +838.0% | -660.3% | +88.2% |
| All | +120.2% | +427.6% | -307.4% | +54.6% |
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