+290.2%
BN vs IAG
+389.3%
-99.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -1.0% | -7.7% | +6.7% | -0.3% |
| 30D | +14.0% | +1.6% | +12.4% | +13.6% |
| 3M | -9.0% | -2.4% | -6.6% | -9.1% |
| 6M | -8.8% | -7.8% | -1.0% | -8.8% |
| YTD | -10.3% | +5.0% | -15.3% | -11.8% |
| 1Y | -5.8% | +25.7% | -31.5% | -8.9% |
| 3Y | +94.8% | +694.5% | -599.7% | +59.4% |
| 5Y | +31.5% | +421.7% | -390.2% | +5.9% |
| All | +290.2% | +389.3% | -99.0% | +208.2% |
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