+296.1%
BKR vs IAG
+372.4%
-76.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -7.0% | -1.1% | -5.9% | -6.8% |
| 30D | -8.1% | +12.1% | -20.2% | -10.0% |
| 3M | -6.6% | +25.5% | -32.1% | -10.7% |
| 6M | +0.9% | -7.1% | +8.0% | +0.5% |
| YTD | +31.1% | +22.9% | +8.2% | +23.7% |
| 1Y | +27.7% | +83.3% | -55.6% | +11.9% |
| 3Y | +71.2% | +808.5% | -737.3% | +9.2% |
| 5Y | +177.6% | +838.0% | -660.3% | +66.7% |
| 10Y | +122.7% | +418.2% | -295.5% | +29.9% |
| All | +296.1% | +372.4% | -76.2% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling