+296.6%
BN vs IAG
+384.2%
-87.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.5% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +13.6% | -6.2% | +19.7% | +14.0% |
| 3M | -6.7% | -5.1% | -1.5% | -6.5% |
| 6M | -9.0% | -10.0% | +1.0% | -8.7% |
| YTD | -8.8% | +3.9% | -12.7% | -10.3% |
| 1Y | -10.6% | +18.9% | -29.5% | -13.2% |
| 3Y | +98.8% | +651.8% | -553.0% | +63.3% |
| 5Y | +33.6% | +416.3% | -382.6% | +7.8% |
| All | +296.6% | +384.2% | -87.6% | +213.5% |
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