+102.3%
BN vs IAG
+708.7%
-606.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.3% | -0.5% |
| 7D | +4.3% | +16.8% | -12.5% | +2.1% |
| 30D | +14.3% | -1.5% | +15.8% | +14.2% |
| 3M | -4.1% | +0.5% | -4.6% | -4.6% |
| 6M | -9.7% | -1.0% | -8.7% | -10.4% |
| YTD | -7.1% | +12.3% | -19.5% | -10.6% |
| 1Y | -7.4% | +39.2% | -46.7% | -13.6% |
| 3Y | +102.3% | +712.3% | -609.9% | +34.2% |
| All | +102.3% | +708.7% | -606.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling