+256.9%
BN vs IAG
+423.2%
-166.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -5.9% | -4.1% | -1.8% | -5.5% |
| 30D | -15.1% | +10.6% | -25.7% | -15.9% |
| 3M | -14.6% | +35.4% | -50.0% | -17.0% |
| 6M | -8.4% | -9.5% | +1.1% | -8.3% |
| YTD | -16.8% | +21.8% | -38.6% | -19.2% |
| 1Y | -14.4% | +84.1% | -98.5% | -19.9% |
| 3Y | +70.1% | +817.4% | -747.3% | +37.5% |
| 5Y | +33.5% | +830.1% | -796.6% | +4.9% |
| All | +256.9% | +423.2% | -166.3% | +180.0% |
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