+4,030.2%
BN vs IAG
+303.8%
+3,726.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -1.0% | -7.7% | +6.7% | -0.2% |
| 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% | -12.1% |
| 1Y | -5.8% | +25.7% | -31.5% | -9.4% |
| 3Y | +94.8% | +694.5% | -599.7% | +53.0% |
| 5Y | +31.5% | +421.7% | -390.2% | +3.7% |
| 10Y | +291.9% | +382.5% | -90.5% | +190.1% |
| All | +4,030.2% | +303.8% | +3,726.4% | +2,241.9% |
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