+4,173.4%
BN vs IAG
+331.8%
+3,841.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.3% | -0.7% |
| 7D | +4.3% | +16.8% | -12.5% | +2.7% |
| 30D | +14.3% | -1.5% | +15.8% | +14.3% |
| 3M | -4.1% | +0.5% | -4.6% | -4.4% |
| 6M | -9.7% | -1.0% | -8.7% | -10.2% |
| YTD | -7.1% | +12.3% | -19.5% | -9.6% |
| 1Y | -7.4% | +39.2% | -46.7% | -11.8% |
| 3Y | +102.3% | +712.3% | -609.9% | +58.5% |
| 5Y | +35.9% | +484.2% | -448.3% | +6.1% |
| 10Y | +289.2% | +382.3% | -93.1% | +188.2% |
| All | +4,173.4% | +331.8% | +3,841.6% | +2,307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling