+275.1%
BLK vs IAG
+427.6%
-152.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.3% | -1.1% | -2.2% | -3.2% |
| 30D | -6.5% | +12.1% | -18.6% | -7.3% |
| 3M | +6.7% | +25.5% | -18.8% | +4.8% |
| 6M | +14.7% | -7.1% | +21.8% | +14.6% |
| YTD | +2.5% | +22.9% | -20.3% | +0.2% |
| 1Y | -2.8% | +83.3% | -86.1% | -7.7% |
| 3Y | +65.9% | +808.5% | -742.7% | +39.7% |
| 5Y | +33.0% | +838.0% | -805.0% | +8.5% |
| All | +275.1% | +427.6% | -152.5% | +210.7% |
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 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