+33.2%
BN vs IAG
+804.8%
-771.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | -13.0% | +11.4% | -24.5% | -14.4% |
| 3M | -15.2% | +33.0% | -48.3% | -18.8% |
| 6M | -5.9% | -6.0% | +0.1% | -6.2% |
| YTD | -15.8% | +24.6% | -40.3% | -19.8% |
| 1Y | -12.2% | +105.0% | -117.2% | -22.4% |
| 3Y | +72.2% | +837.9% | -765.7% | +17.9% |
| 5Y | +33.2% | +817.0% | -783.8% | -16.7% |
| All | +33.2% | +804.8% | -771.6% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling