+1,035.2%
BNS vs IAG
+378.9%
+656.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +4.0% | +11.4% | -7.4% | +3.0% |
| 3M | +13.8% | +33.0% | -19.2% | +10.7% |
| 6M | +32.7% | -6.0% | +38.7% | +32.4% |
| YTD | +27.6% | +24.6% | +3.0% | +23.8% |
| 1Y | +47.4% | +105.0% | -57.6% | +36.6% |
| 3Y | +129.0% | +837.9% | -708.9% | +82.2% |
| 5Y | +92.7% | +817.0% | -724.3% | +49.1% |
| 10Y | +182.1% | +425.3% | -243.2% | +114.1% |
| All | +1,035.2% | +378.9% | +656.3% | +581.5% |
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