+173.2%
BKR vs IAG
+813.2%
-640.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -6.4% |
| 7D | -6.7% | -4.1% | -2.6% | -6.1% |
| 30D | -8.3% | +10.6% | -19.0% | -9.7% |
| 3M | -5.4% | +35.4% | -40.8% | -9.8% |
| 6M | +0.8% | -9.5% | +10.4% | +1.0% |
| YTD | +31.8% | +21.8% | +10.0% | +25.8% |
| 1Y | +28.6% | +84.1% | -55.6% | +14.8% |
| 3Y | +71.2% | +817.4% | -746.1% | +12.8% |
| All | +173.2% | +813.2% | -640.0% | +66.5% |
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