+365.4%
BLDR vs IAG
+423.2%
-57.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.8% |
| 7D | -8.1% | -4.1% | -4.1% | -7.8% |
| 30D | -21.5% | +10.6% | -32.1% | -22.2% |
| 3M | -21.0% | +35.4% | -56.4% | -23.2% |
| 6M | -37.1% | -9.5% | -27.5% | -37.0% |
| YTD | -42.7% | +21.8% | -64.5% | -44.1% |
| 1Y | -58.0% | +84.1% | -142.1% | -60.4% |
| 3Y | -57.8% | +817.4% | -875.2% | -66.1% |
| 5Y | +10.3% | +830.1% | -819.8% | -14.9% |
| All | +365.4% | +423.2% | -57.7% | +274.0% |
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 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