+12.9%
BLDR vs IAG
+804.8%
-791.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | -14.7% | +11.4% | -26.2% | -15.7% |
| 3M | -20.8% | +33.0% | -53.9% | -23.4% |
| 6M | -35.3% | -6.0% | -29.3% | -35.6% |
| YTD | -40.3% | +24.6% | -64.9% | -42.2% |
| 1Y | -56.3% | +105.0% | -161.3% | -59.6% |
| 3Y | -56.1% | +837.9% | -894.0% | -66.7% |
| 5Y | +12.9% | +817.0% | -804.1% | -22.7% |
| All | +12.9% | +804.8% | -791.9% | -22.7% |
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