+484.0%
BLDR vs IAG
+389.3%
+94.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.8% |
| 7D | -3.0% | -7.7% | +4.7% | -2.2% |
| 30D | +20.1% | +1.6% | +18.5% | +19.7% |
| 3M | -17.5% | -2.4% | -15.1% | -17.5% |
| 6M | -16.1% | -7.8% | -8.3% | -16.0% |
| YTD | -41.0% | +5.0% | -46.1% | -41.9% |
| 1Y | -41.6% | +25.7% | -67.3% | -43.4% |
| 3Y | -50.8% | +694.5% | -745.3% | -60.7% |
| 5Y | -10.8% | +421.7% | -432.5% | -29.5% |
| All | +484.0% | +389.3% | +94.8% | +365.5% |
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 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