+186.9%
BNS vs IAG
+427.6%
-240.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +3.5% | +12.1% | -8.7% | +2.5% |
| 3M | +14.1% | +25.5% | -11.5% | +11.9% |
| 6M | +33.8% | -7.1% | +40.9% | +33.6% |
| YTD | +29.5% | +22.9% | +6.6% | +26.4% |
| 1Y | +48.4% | +83.3% | -34.9% | +40.5% |
| 3Y | +129.6% | +808.5% | -678.9% | +90.7% |
| 5Y | +96.1% | +838.0% | -741.9% | +58.4% |
| All | +186.9% | +427.6% | -240.7% | +134.0% |
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