+94.8%
BNS vs IAG
+796.9%
-702.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | -2.2% | -4.1% | +1.9% | -1.8% |
| 30D | +4.5% | +10.6% | -6.1% | +3.4% |
| 3M | +14.9% | +35.4% | -20.5% | +11.4% |
| 6M | +32.5% | -9.5% | +42.0% | +32.5% |
| YTD | +28.6% | +21.8% | +6.8% | +24.8% |
| 1Y | +48.4% | +84.1% | -35.8% | +38.3% |
| 3Y | +130.8% | +817.4% | -686.6% | +79.0% |
| 5Y | +94.8% | +830.1% | -735.3% | +41.8% |
| All | +94.8% | +796.9% | -702.1% | +41.8% |
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