-9.4%
BLDR vs IAG
+421.7%
-431.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.8% |
| 7D | -3.0% | -7.7% | +4.7% | -2.1% |
| 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% | -42.0% |
| 1Y | -41.6% | +25.7% | -67.3% | -43.4% |
| 3Y | -50.8% | +694.5% | -745.3% | -61.9% |
| All | -9.4% | +421.7% | -431.1% | -33.1% |
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